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    Exam 18: The Theory of Multiple Regression
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    One Implication of the Extended Least Squares Assumptions in the Multiple
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One Implication of the Extended Least Squares Assumptions in the Multiple

Question 35

Question 35

Multiple Choice

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(U|X) = In.
C) 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(U|X) = In. C)    X is singular. D) the conditional distribution of U given X is N(0n,In) . X is singular.
D) the conditional distribution of U given X is N(0n,In) .

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