Answers are grounded in this paper and cite their sources.
It is shown that in a standard linear regression model ordinary least-squares estimators are best linear unbiased if and only if the errors have the same variance and the same nonnegative coefficient of correlation between each pair.
No takes yet. Share an insight, caveat, or question.
F. W. McElroy (1967) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: