Which of the Following Is NOT an Assumption of the Simple

Multiple Choice

Which of the following is NOT an assumption of the Simple Linear Regression Model?

A) The value of y,for each value of x,is y = $\beta$ ₁ + $\beta$ ₂x + e
B) The variance of the random error e is var(e) = $\sigma$ ²
C) The covariance between any pair of random errors e_i and e_j is zero
D) The parameter estimate of $\beta$ ₁ is unbiased.