Question: Let the regression equation between Y and X be given by i i i Y = ????+????X +???? and the form of heteroscedasticity be 2

Let the regression equation between Y and X be given by i i i Y = ????+????X +???? and the form of heteroscedasticity be 2 2 vi i i i Var(???? ) = ???? = ???? X???? e , i = 1, 2,.........,n. Test the null hypothesis 0 H : ???? = 2 against an appropriate alternative hypothesis.

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