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The Following Is Not Part of the Extended Least Squares σu2\sigma _ { u } ^ { 2 }

Question 29

Multiple Choice

The following is not part of the extended least squares assumptions for regression with a single regressor:


A) var(ui | Xi) = σu2\sigma _ { u } ^ { 2 }
B) E(ui | Xi) = 0.
C) the conditional distribution of ui given Xi is normal.
D) var(ui | Xi) = σu,i2\sigma _ { u , i } ^ { 2 }

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