Gauss Markov AssumptionsLinearity: the parameters we are estimating using the OLS method must be themselves linear. Random: our data must have been randomly sampled from the population. Non-Collinearity: the regressors being calculated aren't perfectly correlated with each other.2018年7月8日
The Gauss-Markov (GM) theorem states that for an additive linear model, and under the ”standard” GM assumptions that the ...
This means we want to use the estimator with the lowest variance of all unbiased estimators, provided we care about unbiasedness. The Gauss-Markov theorem ...
When your model satisfies the assumptions, the Gauss-Markov theorem states that the OLS procedure produces unbiased ...
Outline. Review of assumptions. Gauss-Markov theorem. The linear model is BLUE. Using residuals to diagnose non-normality and non-linearity.