1. Suppose the model of interest is Y, = R+ B,Xu + BXy+ u, where E(X)=0 and E(irX)=o? and X, and X2 are uncorrelated in your sample. Will the bivariate regression of Y on X, have the same coefficient estimate and standard error for B, as the multivariate regression of Y on Xi and

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1. Suppose the model af interest is Y, = h + AX; + BXu + H, where E(4X)={) and Ex)=a?
and X, and X, are uncorrelated in your sample. Will the bivariate regression of Y on X, have the
same coefficient estimate and standard error for B, as the multivariate regression of Y on.
and
X:?
Transcribed Image Text:1. Suppose the model af interest is Y, = h + AX; + BXu + H, where E(4X)={) and Ex)=a? and X, and X, are uncorrelated in your sample. Will the bivariate regression of Y on X, have the same coefficient estimate and standard error for B, as the multivariate regression of Y on. and X:?
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