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The Gauss-Markov Theorem for Multiple Regression Proves That A MX\boldsymbol { M } _ { \boldsymbol { X } }

question 31

Short Answer

The Gauss-Markov theorem for multiple regression proves that a. MX\boldsymbol { M } _ { \boldsymbol { X } } 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 σu2(XX)1\sigma _ { u } ^ { 2 } ( \boldsymbol { X } \boldsymbol { X } ) ^ { - 1 } .


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