Identify the correct statement(s) in respect of the least squares estimators of the regression coefficients and the unbiased estimator of the error variance in a multiple linear regression model.
a. If there are three explanatory variables, the multiple correlation coefficient of the response with those variables cannot be greater than the maximum of the three correlations that the response has with the individual explanatory variables.
b. If the variance of the least squares estimator of a particular regression parameter is U, and a linear function of the responses has variance less than v, then this linear function cannot be an unbiased estimator of that regression coefficient.