5. (22 points) Suppose the model of interest is. The OLS cstimation may suffer some problems, because assumptions of classical linear regression model (CLRM) do not hold.
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(a) (10 points) If the estimation results show a high R2 value but few significant t ratios. i. (6 points) What problem causes this result and why? ii. (4 points) How do you remedy this problem?
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. The OLS cstimation may suffer some problems, because assumptions of classical linear regression model (CLRM) do not hold.