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)Which of the Following Is Not an Assumption of the Multiple

Question 11

Multiple Choice

) Which of the following is not an assumption of the multiple regression model?


A) The values of each xik are not random and are not exact linear functions of the other explanatory variables.
B) var(yi. ) = var(ei) = σ\sigma 2
C) The least squares estimators are BLUE.
D) cov(yi,yj) = cov(ei,ej) = 0; (i≠j)

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