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.
Correct Answer:
Verified
Q13: Suppose the variable Q14: Which of the following is true of Q15: The coefficient of determination (R2) decreases when Q16: If an independent variable in a multiple Q17: If the explained sum of squares is Q19: Suppose the variable x2 has been omitted Q20: Consider the following regression equation: Q21: A larger error variance makes it difficult Q22: Suppose that you are interested in estimating Q23: An explanatory variable is said to be
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