The multiple regression model can be written in matrix form as ...

[AEWBW]

The multiple regression model can be written in matrix form as follows:
 
  A) Y = X.
  B) Y = X + U.
  C) Y = X + U.
  D) Y = X + U.

Question 2

The difference between the central limit theorems for a scalar and vector-valued random variables is
 
  A) that n approaches infinity in the central limit theorem for scalars only.
  B) the conditions on the variances.
  C) that single random variables can have an expected value but vectors cannot.
  D) the homoskedasticity assumption in the former but not the latter.

Question 3

The Gauss-Markov theorem for multiple regression states that the OLS estimator
 
  A) has the smallest variance possible for any linear estimator.
  B) is BLUE if the Gauss-Markov conditions for multiple regression hold.
  C) is identical to the maximum likelihood estimator.
  D) is the most commonly used estimator.

[angrybirds13579]

Answer to Question 1

wohoo thank youuu.

Answer to Question 2

You just saved me a lot of time.

Answer to Question 3

Answer: B

[AEWBW]

TYSM

[ttt030911]

Thanks for the timely response, appreciate it