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- #Auxilliary regression naivelm<-lm(y~x) absresid<-abs(naivelm$residuals) auxreg<-lm(absresid~x+0) #no hsked errno<-NULL for(i in c(1:200)) { errno[i]<-rnorm(1,0...(630 × 630 (213 KB)) - 13:54, 27 July 2023