The following is not part of the extended least squares assumptions for regression with a single regressor:
A) var(ui
Xi) =
.
B) E(ui
Xi) = 0.
C) the conditional distribution of ui given Xi is normal.
D) var(ui
Xi) =
.
Correct Answer:
Verified
Q1: The class of linear conditionally unbiased estimators
Q2: Estimation by WLS
A)although harder than OLS, will
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