Proof Gauss Markov Theorem (Regression - OLS)

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This video proves Gauss-Markov theorem which states that the OLS estimators are BLUE.

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The "no multicollinearity" assumption is not needed. With perferctly correlated regressors (eg, when you leave all dummy variables in), the (unique) OLS estimate of any estimable function of the parameters is BLUE under the G-M conditions.

peterwestfall

At 14:24, why DXB=0 can deduce DX=0? As B should be a column matrix, we cannot simply to make this deduction. Anyone can make some further explanation about this? Thanks.

chunhochan

while substituting the expression for beta hat at 10:47, why is there no x transpose? you initially wrote it correct and then ignored the transpose. Am I missing something here?

sreekanthkrishna

Where the random sampling assumption at? :)

hellosoupy

Perfect explanation but it’s vry confusing n consideration part

jhansiraniemmadi

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