Gauss-Markov condition

The Gauss-Markov condition is a set of assumptions in statistics that ensures the best linear unbiased estimator (BLUE) for estimating relationships, such as in linear regression. It requires that the errors in the model are random, have a mean of zero, and are not correlated with each other. Additionally, the errors should have constant variance. When these conditions are met, the estimates produced are reliable and efficient, meaning they use the available data effectively to make accurate predictions about relationships between variables.