12. The OLS estimators of the coefficients in a multivariate linear regression model will be unbiasedand consistent if the following set of conditions holdsA. expected value of the error term given the independent variables is zero, the variance ofthe error term does not depend on the values of the independent variables, theobservations (Yi,Xi,1,X₁,2,...,Xik) are i.i.d., large outliers are unlikelyB. expected value of the error term given the independent variables is zero, the variance ofthe error term does not depend on the values of the independent variables, there is noperfect multicollinearity between the independent variables, the observations(Y₁X₁,1X₁,2,...,Xik) are i.i.d.C. expected value of the error term given the independent variables is zero, there is noperfect multicollinearity between the independent variables, the observations(Yi,Xi,1,Xi,2,...,Xik) are i.i.d., large outliers are unlikelyD. the variance of the error term does not depend on the values of the independentvariables, there is no perfect multicollinearity between the independent variables, theobservations (Yi,X₁,1,X₁,2,...,Xik) are i.i.d., large outliers are unlikely

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Answered: The OLS estimators of the coefficients…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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