One Implication of the Extended Least Squares Assumptions in the Multiple

Short Answer

One implication of the extended least squares assumptions in the multiple regression model is that a. feasible GLS should be used for estimation.
b. $E ( \boldsymbol { U } \mid \boldsymbol { X } ) = \boldsymbol { I } _ { n }$ .
c. $\boldsymbol { X } ^ { \prime } \boldsymbol { X }$ is singular.
d. the conditional distribution of $\boldsymbol { U }$ given $\boldsymbol { X }$ is $N \left( \mathbf { 0 } _ { n } , \sigma _ { u } ^ { 2 } \boldsymbol { I } _ { n } \right)$ .