Question: (d) Assume that true model is y = X 1B1 + X 2B2 + E (1) where E (&|X1, X2)=0, but we mistakenly fit the


(d) Assume that true model is y = X 1B1 + X 2B2 + E (1) where E (&|X1, X2)=0, but we mistakenly fit the following y = X 1 B , tu (2) where error term in (2) is u = X 2B2 + 8 Is B, from (2) an unbiased estimate for all scenarios? Prove
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