One Implication of the Extended Least Squares Assumptions in the Multiple

question 23

Multiple Choice

One implication of the extended least squares assumptions in the multiple regression model is that

• A)feasible GLS should be used for estimation.
• B)E(U|X)= I_n.
• C) \(X ^ { \prime }\) X is singular.
• D)the conditional distribution of U given X is N(0_n, I_n).

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