For the following linear model, Y = xi + E Suppose there are 4 observations and...
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For the following linear model, Y₁ = xiß + E₁ Suppose there are 4 observations and the variance covariance matrix of E is Cl Ω II 1 0.5 0 0 0.5 0 0 2 0 0 0 1.5 0 00 1.25 Select all of the following true statements given this variance covariance matrix There is heteroskedasticity because the diagonal elements are different There is autocorrelation because some of the off-diagonal elements are non-zero There is non-autocorrrelation because the off- diagonal elements are almost all 0 Assumption A4 holds For the following linear model, Y₁ = xiß + E₁ Suppose there are 4 observations and the variance covariance matrix of E is Cl Ω II 1 0.5 0 0 0.5 0 0 2 0 0 0 1.5 0 00 1.25 Select all of the following true statements given this variance covariance matrix There is heteroskedasticity because the diagonal elements are different There is autocorrelation because some of the off-diagonal elements are non-zero There is non-autocorrrelation because the off- diagonal elements are almost all 0 Assumption A4 holds
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