4. (8 points) In estimating the regression in problem #2, you are also concerned that the t-statistics may be inflated because of the presence of conditional heteroscedasticity. You conduct a regression of the squared residuals against the dummy variables X1, X2, and X3 and find that for the squared residuals regression: Multiple R 0.4145 R Square 0.1718 Adjusted R Square 0.1600 SEE 92.3760 a. Conduct a test at the a = . 05 level to see if conditional heteroskedasticity is present b. In view of your answer for a), what needs to be done