Beta. Content is under active construction and has not been peer-reviewed. Report errors on
GitHub
.
Disclaimer
Theorem
Path
Curriculum
Paths
Demos
Diagnostic
Search
Quiz Hub
/
Gauss-Markov Theorem
Gauss-Markov Theorem
3 questions
Difficulty 4-6
View topic
Intermediate
0 / 3
3 intermediate
Adapts to your performance
1 / 3
intermediate (4/10)
state theorem
The Gauss-Markov theorem states that OLS is the Best Linear Unbiased Estimator (BLUE) under specific assumptions. Which assumption does Gauss-Markov NOT require?
Hide and think first
A.
Errors follow a Gaussian distribution, giving OLS its minimum-variance unbiased property among all estimators
B.
The design matrix
X
has full column rank, so
X
T
X
is invertible and the OLS estimator is uniquely defined
C.
Errors are homoskedastic with constant variance
σ
2
and are mutually uncorrelated across observations
D.
Errors have zero conditional mean, so
E
[
ε
i
∣
X
]
=
0
for every observation
Submit Answer