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If Our Regression Equation Is Y = X β\beta + U, Where We Have T Observations and K Regressors

Question 3

Multiple Choice

If our regression equation is y = X β\beta + u, where we have T observations and k regressors, what will be the dimension of using the standard matrix notation If our regression equation is y = X \beta + u, where we have T observations and k regressors, what will be the dimension of using the standard matrix notation A) T * k B) T * 1 C) k *1 D) k * k


A) T * k
B) T * 1
C) k *1
D) k * k

Correct Answer:

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