Variance, Covariance Matrix, Linear Regression, Standard Error, Confidence Interval.
correlated with x_i. This assumption is known as the mean independence property of the regression model. It implies that conditioned upon X, the mean of ϵ is zero. Mean independence implies that in the above formula for variance, the term E(ϵ|X) is 0 where 0 is a column matrix of size [n x 1]