A) For the regression given in question 1., write the auxilliary regression for the Lagrange multiplier test.
B) What are the degrees of freedom for the Lagrange multiplier test in this particular case?

Question

Quizplus · Accepted Answer

The Answer of A) For the regression given in question 1., write the auxilliary regression for the Lagrange multiplier test.
B) What are the degrees of freedom for the Lagrange multiplier test in this particular case?

A) for the Regression Given in Question 1