Question: Consider the following linear regression model: yi = B1 + B2x2i + Byxsi + ei What is the form of auxiliary regression for White's test

Consider the following linear regression model: yi = B1 + B2x2i + Byxsi + ei What is the form of auxiliary regression for White's test for heteroskedasticity? Select one: o a. e; = a1 + 02x2i + 03X3i Ob. ei 2 = a1 + 0212i + 03x3i + Q4X21X3i O C. = a1 + azzi + agasit and? + asks; Od. e; = a1 + a2x2 + a3xsi + a405 + a525 + 0622123i

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