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The Gauss-Markov Theorem for Multiple Regression Proves That

Question 1

Multiple Choice

The Gauss-Markov theorem for multiple regression proves that


A) MX is an idempotent matrix.
B) the OLS estimator is BLUE.
C) the OLS residuals and predicted values are orthogonal.
D) the variance-covariance matrix of the OLS estimator is The Gauss-Markov theorem for multiple regression proves that A) MX is an idempotent matrix. B) the OLS estimator is BLUE. C) the OLS residuals and predicted values are orthogonal. D) the variance-covariance matrix of the OLS estimator is ( X) -1. (
The Gauss-Markov theorem for multiple regression proves that A) MX is an idempotent matrix. B) the OLS estimator is BLUE. C) the OLS residuals and predicted values are orthogonal. D) the variance-covariance matrix of the OLS estimator is ( X) -1. X) -1.

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