Question
========
Under the assumptions of the Gauss-Markov theorem the errors
of a linear regression model need to be:

Answerlist
----------
* independent
* uncorrelated
* normally distributed
* identically distributed
* homoscedastic
* zero


Solution
========
Under the assumptions of the Gauss-Markov theorem the errors of a linear
regression model need to be uncorrelated, homoscedastic, and with mean zero.

Answerlist
----------
* False. Independence is not assumed, only lack of correlation.
* True. The errors need to be uncorrelated.
* False. No distribution assumption is needed.
* False. No distribution assumption is needed.
* True. The errors need to be homoscedastic with finite variance.
* False. Only their conditional expectation needs to be zero.


Meta-information
================
exname: Gauss-Markov assumptions
extype: mchoice
exsolution: 010010
exshuffle: 5
