)Which of the following is not an assumption of the multiple regression model? A)The values of each x_ik are not random and are not exact linear functions of the other explanatory variables. B)var(y_i. )= var(e_i)= $\sigma$² C)The least squares estimators are BLUE. D)cov(y_i,y_j)= cov(e_i,e_j)= 0; (i≠j)

Question

Quizplus · Accepted Answer

The assumption that the least squares estimators are the Best Linear Unbiased Estimators (BLUE) is a property derived under the Gauss-Markov theorem, assuming that the other conditions of the multiple regression model are met, rather than an assumption of the model itself.

)Which of the Following Is Not an Assumption of the Multiple