Gauss-Markov Assumptions › Gauss-Markov Assumptions: The Foundation of Linear Regression
Michael BrenndoerferMay 22, 20251 min read
Machine Learning from ScratchAll chapters Part 3 of 9Foundations
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The Gauss-Markov assumptions are a set of conditions that, when satisfied, ensure that the ordinary least squares (OLS) estimator is the best linear unbiased estimator (BLUE). These assumptions form the theoretical foundation for linear regression and explain when OLS provides reliable results.