Multiple Choice
In the case when the errors are homoskedastic and normally distributed,conditional on X,then
A) is distributed N(β,
) ,where
=
I(k+1) .
B) is distributed N(β,
) ,where
=
/n =
/n.
C) is distributed N(β,
) ,where
=
(
X) -1.
D) = PXY where PX = X(
X) -1
.
Correct Answer:

Verified
Correct Answer:
Verified
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