Question: Consider the regression model Y = BX; +u,. where u, and X, satisfy the assumptions in Key Concept 4.3. Let denote an estimator of that

Consider the regression model Y = BX; +u,. where u, and X, satisfy the assumptions in Key Concept 4.3. Let denote an estimator of that is constructed as B. where Y and X are the sample means of Y, and X, respectively.

a. Show that is a linear function of Y. Y... Y

b. Show that is conditionally unbiased.

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