An estimator of $\beta$ is said to be linear if
A) it can be estimated by least squares.
B) it is a linear function of $Y _ { 1 } , \ldots , Y _ { n }$
C) there are homoskedasticity-only errors.
D) it is a linear function of $X _ { 1 } , \ldots , X _ { n }$

Question

An estimator of $\beta$  is said to be linear if
A) it can be estimated by least squares.
B) it is a linear function of $Y _ { 1 } , \ldots , Y _ { n }$
C) there are homoskedasticity-only errors.
D) it is a linear function of $X _ { 1 } , \ldots , X _ { n }$

Quizplus · Accepted Answer

A linear estimator of $\beta$ is defined as a linear function of the observed data $Y _ { 1 } , \ldots , Y _ { n }$.

An Estimator Of β\betaβ Is Said to Be Linear If A) It Can Be

An Estimator Of $\beta$ Is Said to Be Linear If
A) It Can Be