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Supervised Learning
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Linear Models
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Linear regression (OLS, assumptions)
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309.
Gauss-Markov and BLUE
easy
The Gauss-Markov theorem states that OLS is BLUE. What does BLUE stand for?
A
Bounded Linear Uniform Estimator — OLS produces bounded coefficients under all data conditions
B
Best Linear Unbiased Estimator — OLS has minimum variance among all linear unbiased estimators
C
Bayesian Linear Unbiased Estimator — OLS is the MAP solution with a uniform prior on coefficients
D
Best Likelihood Unbiased Estimator — OLS maximizes the likelihood under Gaussian residual assumptions
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