# Questions tagged [gauss-markov-theorem]

The Gauss-Markov theorem gives the conditions for the best (minimum-variance) linear unbiased estimator of a linear model.

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### Generalized Least Square When Disturbance Covariance Matrix Is Rank Deficient

I cannot find any general results on the following Generalized Least Square (GLS) problem. Let $Y = X\beta + E$, where $X$ is deterministic and of full column rank $k$, and $E$ is of zero mean, with a ...
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### (Why) Are stepwise regression coefficients biased?

Issues with stepwise regression are known to statisticians. It yields R-squared values that are badly biased to be high. The F and chi-squared tests quoted next to each variable on the printout do ...
44 views

### linearity in parameter assumption - implication for the Gauss-Markov theorem [closed]

Even if a similar question has been asked many times, I have not been able to understand the consequences of non linearity in parameter in relation to the Gauss-Markov theorem. In this question ...
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### Question regarding a specific Gauss-Markov assumption

I am studying the Gauss–Markov assumptions. What is the intuition as to why the right hand side implies the left hand side?
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### Quadratic Form in Gauss-Markov Theorem

The following is the derivation of the Gauss-Markov Theorem in Greene's Econometric Analysis (8th ed.) I am trying to understand two points about the passage in yellow about the quadratic form. Why ...
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### Gauss-Markov and Asymptotic Properties

Is it true that Gauss-Markov assumptions (i.e. linearity, full rank, strict exogeneity, and $\sigma^2 I$) can imply "consistency" and "asymptotic normality" of the OLS estimator? ...