##  [Gauss–Markov Theorem](/gauss-markov-theorem) 

  ##  [Gauss–Markov Theorem](https://mathlogic.quantumdictionary.io/gauss-markov-theorem-0) 

  

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**Mathematics & Logic Dictionary**

 







 

 

 

 



 

 

 

 

Definition

The result that, in the classical linear regression model with errors having zero mean, being uncorrelated and homoscedastic, the ordinary least squares (OLS) estimator of the regression coefficients is the best linear unbiased estimator (BLUE), i.e., it has the smallest variance among all linear unbiased estimators.