The following is not one of the Gauss-Markov conditions:
A)var(ui X1,…,Xn)= ,0

Question

The following is not one of the Gauss-Markov conditions:
A)var(ui X1,…,Xn)= ,0 < < ∞ for i = 1,…,n, 
B)the errors are normally distributed. 
C)E(uiuj X1,…,Xn)= 0,i = 1,…,n,j = 1,... ,n,i ≠ j 
D)E(ui X1,…,Xn)= 0

Quizplus · Accepted Answer

The Gauss-Markov conditions are:
1. The regression model is linear in parameters
2. The error term has a mean of zero
3. The error term has a constant variance
4. The errors are uncorrelated (i.e. Cov(ui,uj)=0 for all i ≠ j)
5. The errors are normally distributed
Option B only describes a property of the error term and is not one of the Gauss-Markov conditions.

The Following Is Not One of the Gauss-Markov Conditions