The Following Are All Least Squares Assumptions with the Exception

question 60

Multiple Choice

The following are all least squares assumptions with the exception of:

• A)The conditional distribution of u_i given X_i has a mean of zero.
• B)The explanatory variable in regression model is normally distributed.
• C)(X_i, Y_i), i = 1,..., n are independently and identically distributed.
• D)Large outliers are unlikely.

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