Question: Problem 2. Suppose we assume and fit the model Y = XABAE. However, the true model is Y = XB+X+e. Here is k 1

Problem 2. Suppose we assume and fit the model Y = XABAE. However, the true model is Y = XB+X+e. Here is k 1 and is k 1. Show that the OLS estimates, 3 of 3 are the same if XXB = 0. A A

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