$E \left( \frac { 1 } { n - 2 } \sum _ { i = 1 } ^ { n } \hat { u } _ { i } ^ { 2 } \right)$

question 11

Multiple Choice

$E \left( \frac { 1 } { n - 2 } \sum _ { i = 1 } ^ { n } \hat { u } _ { i } ^ { 2 } \right)$

• A) is the expected value of the homoskedasticity only standard errors.
• B) \(= \sigma _ { u } ^ { 2 }\)
• C) exists only asymptotically.
• D) \(= \sigma _ { u } ^ { 2 } / ( \mathrm { n } - 2 )\)

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