In the Gauss–Markov linear model mathbf Yntimes1=Xntimes kbetaktimes1+varepsilonntimes1, E(varepsilon)=mathbf 0 with rank r(X)=r<k, the set boldsymbol linR^n : E(boldsymbol l'mathbf Y)equiv0 is:

(D) a subspace of R^n with dimension n-r

Q60Section I (Objective (Q1–Q80))60 of 80

Dimension of an error space

In the Gauss–Markov linear model $\mathbf Y_{n\times1}=X_{n\times k}\beta_{k\times1}+\varepsilon_{n\times1}$ , $\mathbb{E}(\varepsilon)=\mathbf 0$ with rank $r(X)=r<k$ , the set

$\{\boldsymbol l\in\mathbb{R}^n : \mathbb{E}(\boldsymbol l'\mathbf Y)\equiv0\}$

is:

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