A brief explanation as to why this is false would be greatly appreciated. 16. Consider the two linear regression models Model A: y = 3o + B1X1 + u Model B: y = 3o + B1 X1 + B2x2 + uP Let of = Var(u^) and of = Var(u®). If 3, + 0 and 2 + 0, then there is not enough information to determine if o < o or if o > o. (a) true (b) false

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A: