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The GLS Assumptions Include All of the Following, with the Exception

Question 16

Short Answer

The GLS assumptions include all of the following, with the exception of a. the Xi\boldsymbol { X } _ { i } are fixed in repeated samples.
b. XiX _ { i } and uiu _ { i } have nonzero finite fourth moments.
c. E(UUX)=Ω(X)E \left( \boldsymbol { U } \boldsymbol { U } ^ { \prime } \mid \boldsymbol { X } \right) = \boldsymbol { \Omega } ( \boldsymbol { X } ) , where Ω(X)\boldsymbol { \Omega } ( \boldsymbol { X } ) is n×nn \times n matrix-valued that can depend on X\boldsymbol { X } .
d. E(UX)=0nE ( \boldsymbol { U } \mid \boldsymbol { X } ) = \mathbf { 0 } _ { n } .

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