Question: Consider a simple linear model (i.e., y; is the dependent variable and x; is the covariate with coefficients Bo and B1 in their usual positions)

Consider a simple linear model (i.e., y; is the

Consider a simple linear model (i.e., y; is the dependent variable and x; is the covariate with coefficients Bo and B1 in their usual positions) and suppose that the conditional variance of the error term takes the form Var(u;X;) = o xe. If we were to estimate the Weighted Least Squares model, the effect of a unit increase in I; on y; from the original linear model will be described by: The constant term from the WLS equation The coefficient on (x;) O The coefficient on (xi) O The coefficient on The coefficient on O None of the above options

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