In Estimating the Linear Probability Model for Whether an Individual

Multiple Choice

In estimating the linear probability model for whether an individual clicked through on an advertisement based off whether the individual is on a mobile device or not, which of the following conditions may not hold from the resulting regression (ClickThrough_i = β₀ + β₁Mobile_i + U_i) ?

A) The sum of the residuals will be zero.
B) The sum of the residuals for the mobile observations will be zero.
C) The sum of the residuals for the non-mobile observations will be zero.
D) The sum of the predictions will be zero.