The Gauss-Markov Theorem proves that a. the OLS estimator is $t$ distributed.
b. the OLS estimator has the smallest mean square error.
c. the OLS estimator is unbiased.
d. with homoskedastic errors, the OLS estimator has the smallest variance in the class of linear and unbiased estimators, conditional on $X _ { 1 } , \ldots , X _ { n }$.

Question

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The Answer of The Gauss-Markov Theorem proves that a. the OLS estimator is $t$ distributed.
b. the OLS estimator has the smallest mean square error.
c. the OLS estimator is unbiased.
d. with homoskedastic errors, the OLS estimator has the smallest variance in the class of linear and unbiased estimators, conditional on $X _ { 1 } , \ldots , X _ { n }$.

The Gauss-Markov Theorem Proves That A ttt Distributed X1,…,XnX _ { 1 } , \ldots , X _ { n }X1​,…,Xn​

The Gauss-Markov Theorem Proves That A $t$ Distributed $X _ { 1 } , \ldots , X _ { n }$