The most authoritative and detailed answer is in section 2 of chapter 13 of woodridge's Introduction to Econometrics (Fourth Edition). Either you can make it clear in a few words, or you can make it clear and you can't understand it, because you need abstract mathematical knowledge and statistical knowledge. Therefore, I recommend the landlord to read what I recommend.

If the landlord doesn't have this book, just look at the document I uploaded.

One of the pictures:

I hope it helps you, statistician Liu Deyi.