Question

. For describing the conclusion of this output, do you use the line that corresponds to “Equal variances assumed” or the line that corresponds to “Equal variances not assumed”?   Explain why.   (2 points)

Answer 1

I think in the above discussion, we talk about assumption of multiple regression line.

In multiple linear regression line if we assume that all disturbanve term have constant variance then then obtained estimator is OLS estimator and estimator is Blue.

But when our assumption for disturbance term that is variance of this is noot constant but vary then we can not calculate OLS, and if we calculate then It is not BLUE. So we obtained generalised least square estimation and that estimator is BLUE.For obtaining GLS we used non singular any matrix.