 The Truth about Linear Regression by Cosma Rohilla Shalizi

Primary text: www.stat.cmu.edu/~cshalizi/TALR/TALR.pdf

Cited passages: Chapter 21, section 21.3, printed pp. 363–365: Gauss–Markov optimality among response-linear unbiased estimators under stated covariance assumptions. The manuscript distinguishes optimal linear prediction from additional Gaussian sampling assumptions.