10-04-2024
Mathematics

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Consider Yi = β0 + β1X1 + β2X2 + ui where E(u|X) = 0 and E(u2|X) = σ2 and X1 and X2 are uncorrelated. Are the two coeffi- cient estimates same ?:
1) regression of Y on Xi and
2) multivariate regression of Y on X1 and X2

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