Which of the following is true of BLUE?
A)It is a rule that can be applied to any one value of the data to produce an estimate.
B)An estimator is an unbiased estimator of if for any .
C) An estimator is linear if and only if it can be expressed as a linear function of the data on the dependent variable.
D) It is the best linear uniform estimator.

Question

Which of the following is true of BLUE?​
A)​It is a rule that can be applied to any one value of the data to produce an estimate. 
B)​An estimator is an unbiased estimator of if for any . 
C) ​An estimator is linear if and only if it can be expressed as a linear function of the data on the dependent variable. 
D) ​It is the best linear uniform estimator.

Quizplus · Accepted Answer

Option C defines a linear estimator, while BLUE is the Best Linear Unbiased Estimator, which is not given as an option. Options A and B do not relate to BLUE. Option D is incorrect as BLUE may not necessarily be the best uniform estimator, only the best linear estimator. An estimator is linear if, and only if, it can be expressed as a linear function of the data on the dependent variable.

Which of the Following Is True of BLUE?​

Which of the Following Is True of BLUE?