Write down, in general, the variance-covariance matrix for the multiple regression error term U. Using the assumptions cov(ui,uj|XiXj)= 0 and var(ui|Xi)= $\sigma _ { \mathrm { u } } ^ { 2 }$ Show that the variance-covariance matrix can be written as $\sigma _ { \mathrm { u } } ^ { 2 }$ I_n.

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The Answer of Write down, in general, the variance-covariance matrix for the multiple regression error term U. Using the assumptions cov(ui,uj|XiXj)= 0 and var(ui|Xi)= $\sigma _ { \mathrm { u } } ^ { 2 }$ Show that the variance-covariance matrix can be written as $\sigma _ { \mathrm { u } } ^ { 2 }$ I_n.

Write Down, in General, the Variance-Covariance Matrix for the Multiple σu2\sigma _ { \mathrm { u } } ^ { 2 }σu2​

Write Down, in General, the Variance-Covariance Matrix for the Multiple $\sigma _ { \mathrm { u } } ^ { 2 }$