Question: (a) Suppose that you estimate a linear regression model using OLS twice, using two separates samples drawn from the same population. You find that the
(a) Suppose that you estimate a linear regression model using OLS twice, using two separates samples drawn from the same population. You find that the coefficient estimates that you obtain using the two samples differ. Is this surprising? Please explain your reasoning.
(b) What is the difference between the population regression function and the sample regression function?
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