Suppose all of the regression assumptions in Key Concept 4.3 are satisfied except that the first assumption
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Suppose all of the regression assumptions in Key Concept 4.3 are satisfied except that the first assumption is replaced with \(E\left(u_{i} \mid X_{i}\right)=2\). Which parts of Key Concept 4.4 continue to hold? Which change? Why? Is \(\hat{\beta}_{1}\) normally distributed in large samples with mean and variance given in Key Concept 4.4? What about \(\hat{\beta}_{0}\) ?
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