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What would be the consequences for the OLS estimator heteroscedasticity is present in a regression model but ignored?

✔ Correct Answer: C. It will be inefficient

The correct answer to the question “What would be the consequences for the OLS estimator heteroscedasticity is present in a regression model but ignored?” is It will be inefficient. This question belongs to Mathematics. Practice the related questions below to master this topic for your FPSC, PPSC and NTS tests.

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