The Gauss-Markov Theorem for Multiple Regression Proves That
A)M_X Is $\sigma _ { u } ^ { 2 }$

question 41

Multiple Choice

The Gauss-Markov theorem for multiple regression proves that

• A)M_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 \(\sigma _ { u } ^ { 2 }\) ( \(X ^ { \prime }\) X)^-1.

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Definitions:

Groupthink

A psychological phenomenon that occurs within a group of people in which the desire for harmony or conformity results in an irrational or dysfunctional decision-making outcome.

Self-Censorship

The act of censoring or classifying one's own discourse, often out of fear of social, economic, or legal repercussions.

Vulnerability

The quality or state of being exposed to the possibility of being attacked or harmed, either physically or emotionally.

Self-Serving Bias

The common tendency to attribute our successes to personal characteristics and our failures to factors beyond our control.