Drink H · 2020年06月23日
问题如下：
What is the strongest justification for using OLS to estimate model parameters?
解释：
When the errors are iid normally distributed, then the OLS estimator of the regression parameters ( and , but not ) is an MVUE (Minimum Variance Unbiased Estimator), and so there is not a better estimator available.
老师你好，BLUE和题中的MVUE有什么区别？NO.PZ2020010801000033问题如下Whis the strongest justification for using OLS to estimate mol parameters?When the errors are iinormally stribute then the OLS estimator of the regression parameters (α\alphanβ\betaβ, but not s2s^2s2) is MVUE (Minimum VarianUnbiaseEstimator), anso there is not a better estimator available.老师，在讲义里，没有提到OLS的前提是e独立同分步，且e服从正态分布呀，独立能理解但为什么要求e是同分步，且e服从正态分步呢？
请问答案最后半句话是什么意思？
