Mathematics, 12.02.2020 00:35 Tnguyen8160

Under the least squares assumptions for the multiple regression problem (zero conditional mean for the error term, all LaTeX: X_iXi and LaTeX: Y_iYi being i. i.d., all LaTeX: X_iXi and LaTeX: \mu_iμi having finite fourth moments, no perfect multicollinearity), the OLS estimators for the slopes andintercept:

A. have an exact normal distribution for n > 25.

b. are unbiased and consistent.

c. have a normal distribution in small samples as long as the errors are homoskedastic.

d. all BLUE

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