Question: In the simple regression model (5.16), under the first four Gauss-Markov assumptions, we showed that estimators of the form (5.17) are consistent for the slope,

In the simple regression model (5.16), under the first four Gauss-Markov assumptions, we showed that estimators of the form (5.17) are consistent for the slope, b1. Given such an estimator, define an estimator of b0 by b

0 5 y 2 b|

1x. Show that plim b

0 5 b0.

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