Im having some trouble figuring out this question from my ho

I\'m having some trouble figuring out this question from my homework:

True, False, Uncertain with Explanation:

1. The assumption that the errors in a regression model have a normal distribution is necessary to obtain the result that the least squares estimator for the slope is unbiased.

Solution

No, least square estimator of slope is unbiased because of choice of design matrix. The proof can be found here:

http://math.stackexchange.com/questions/787939/show-that-the-least-squares-estimator-of-the-slope-is-an-unbiased-estimator-of-t

But normality of errors is used in testing of hypothesis.