{"title":"A Three Line Proof that OLS is BLUE","authors":"Halbert L. White, Jr., Jinman Cho","doi":"10.2139/SSRN.2050611","DOIUrl":null,"url":null,"abstract":"We provide a three line proof that the Ordinary Least Squares estimator is the (conditionally) best linear unbiased estimator.","PeriodicalId":158767,"journal":{"name":"EduRN: Other Social Sciences Education (Topic)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2012-04-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"EduRN: Other Social Sciences Education (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/SSRN.2050611","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
We provide a three line proof that the Ordinary Least Squares estimator is the (conditionally) best linear unbiased estimator.
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