Use the data set 401 KSUBS for this exercise. (i) Using OLS, estimate a linear probability model for e 401 k, using as explanatory variables inc, inc ^2, age, a g e^2, and male. Obtain both the usual OLS standard errors and the heteroskedasticity- robust versions. Are there any important differences? (ii) In the special case of the White test for heteroskedasticity, where we regress the squared OLS residuals on a quadratic in the OLS fitted values, ûi^2 on ŷi, ŷi^2, i=1, …, n, argue that the pro
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which one of the following is not correctawhen there is heteroskedasticity the standard errors obtained from ols estimation are not correctbgenerally robust standard errors hrse are larger t 87276
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