The gauss-markov theorem will not hold


The Gauss-Markov theorem will not hold if...

A. the errors for different observations are not statistically independent.

B. the error term has an expected value of zero given any values of the independent variables.

C. the population model is linear in the parameters, that is, yi = β1 + β2xi + ui for all i.

D. the error term has the same variance given any values of the explanatory variables.

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Basic Statistics: The gauss-markov theorem will not hold
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