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Weighted Least-Squares Is Efficient When E[u_i²] $\neq$ E[u_j²] = $\sigma$ ² for All I

Question 16

Question 16

True/False

Weighted least-squares is efficient when E[u_i²] $\neq$ E[u_j²] = $\sigma$ ² for all i $\neq$ j.

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