Article: THE GAUSS MARKOV THEOREM: A PEDAGOGICAL NOTE.

Article: Illustrating the Gauss-Markov theorem.
The American Statistician;  August 1, 1994 ;     700+ words ... ... discussion of the well-known Gauss-Markov theorem (e.g., Rao 1973). In the context ... the optimality part of the Gauss--Markov theorem because they are not reminded that ... sub.0]. Thus, the Gauss-Markov theorem implies var([[beta].sub.0 ...

Dictionary definition: Gauss–Markov Theorem
The Concise Oxford Dictionary of Mathematics;      286 words ...Gauss–Markov Theorem In a linear regression model in which the errors have zero mean, are uncorrelated, and have equal variances the best linear unbiased ...

Dictionary definition: Gauss–Markov theorem
A Dictionary of Statistics;      233 words ...Gauss–Markov theorem See multiple regression model .

Article: Serial Correlation
International Encyclopedia of the Social Sciences;      700+ words ... ... assumptions, the Gauss-Markov theorem holds, and the ordinary least squares (OLS) estimator of the β i ’ ... correlation invalidates the Gauss Markov theorem. The OLS estimator can still be unbiased and ...

Article: The performance of latent Root-M based regression.
Journal of Mathematics and Statistics;  January 1, 2009 ;     700+ words ... ... This gives the OLS estimator for [beta ... According to the Gauss- Markov Theorem, the OLS estimators ... singularities The OLS estimator in (2) can also ... retained. The above OLS estimator can be adjusted by ...

Article: Simultaneous Equation Bias
International Encyclopedia of the Social Sciences;      700+ words ... ... According to the Gauss-Markov Theorem, when the DGP obeys certain ... precision, and the Gauss-Markov Theorem guarantees that OLS fits ... parameter value. The Gauss-Markov Theorem says that OLS is the most ... simultaneous equation bias. The OLS estimator of α 1 , the ...

Article: An Introduction to Classical Econometric Theory.
Southern Economic Journal;  April 1, 2001 ;     700+ words ... ... sample properties of OLS and exact inference based on the OLS estimator under the usual assumptions of the classical model ... matrices, restricted least squares, and the Gauss Markov Theorem. Nevertheless, having arrived at th