Are the Gauss-Markov assumptions the same for Simple Linear Regression and Multiple Linear Regression? I cant seem to find the answer for this and my literature seem to suggest that they have different formulas.
(Literature: An introduction to Econometrics - James H. Stock, Mark W. Watson.)
These are the Gauss-Markov assumptions used in the Simple linear regression chapter:
According to My book, these below here are the Gauss Markov assumptions for Multiple Linear Regression, and you can note that the second assumption is written in matrix form.