The Following Is Not Part of the Extended Least Squares $\operatorname { var } \left( u _ { i } \mid X _ { i } \right) = \sigma _ { u } ^ { 2 }$

question 22

Short Answer

The following is not part of the extended least squares assumptions for regression with a single regressor: a. $\operatorname { var } \left( u _ { i } \mid X _ { i } \right) = \sigma _ { u } ^ { 2 }$ .
b. $E \left( u _ { i } \mid X _ { i } \right) = 0$ .
c. the conditional distribution of $u _ { i }$ given $X _ { i }$ is normal.
d. $\quad \operatorname { var } \left( u _ { i } \mid X _ { i } \right) = \sigma _ { u , i } ^ { 2 }$ .

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