Solved

The Following Is Not Part of the Extended Least Squares var(uiXi)=σu2\operatorname { var } \left( u _ { i } \mid X _ { i } \right) = \sigma _ { u } ^ { 2 }

Question 20

Short Answer

The following is not part of the extended least squares assumptions for regression with a single regressor: a. var(uiXi)=σu2\operatorname { var } \left( u _ { i } \mid X _ { i } \right) = \sigma _ { u } ^ { 2 } .
b. E(uiXi)=0E \left( u _ { i } \mid X _ { i } \right) = 0 .
c. the conditional distribution of uiu _ { i } given XiX _ { i } is normal.
d. var(uiXi)=σu,i2\quad \operatorname { var } \left( u _ { i } \mid X _ { i } \right) = \sigma _ { u , i } ^ { 2 } .

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Unlock this Answer For Free Now!

View this answer and more for free by performing one of the following actions

qr-code

Scan the QR code to install the App and get 2 free unlocks

upload documents

Unlock quizzes for free by uploading documents