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The Following Is Not One of the Gauss-Markov Conditions
A var⁡(ui∣X1,…,Xn)=σu2,0<σu2<∞\operatorname { var } \left( u _ { i } \mid X _ { 1 } , \ldots , X _ { n } \right) = \sigma _ { u } ^ { 2 } , 0 < \sigma _ { u } ^ { 2 } < \infty

Question 37

Short Answer

The following is not one of the Gauss-Markov conditions
a. var⁡(ui∣X1,…,Xn)=σu2,0<σu2<∞\operatorname { var } \left( u _ { i } \mid X _ { 1 } , \ldots , X _ { n } \right) = \sigma _ { u } ^ { 2 } , 0 < \sigma _ { u } ^ { 2 } < \infty for i=1,…,ni = 1 , \ldots , n ,
b. the errors are normally distributed.
c. E(uiuj∣X1,…,Xn)=0,i=1,…,n,j=1,…,n,i≠jE \left( u _ { i } u _ { j } \mid X _ { 1 } , \ldots , X _ { n } \right) = 0 , i = 1 , \ldots , n , j = 1 , \ldots , n , i \neq j .
d. E(ui∣X1,…,Xn)=0E \left( u _ { i } \mid X _ { 1 } , \ldots , X _ { n } \right) = 0 .

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