Question: Problem 4* Consider the multiple regression model with two independent variables under full ideal conditions. Note that Y, X1, X2 and u are vectors

Problem 4* Consider the multiple regression model with two independent variables under full ideal conditions. Note that Y, X1, X2 and u are vectors of dimension n 1. . Y = Bo+B X + 2 X2 + u (1) You are interested in estimating the sum of the parameters on X1 and X2, denoted as a) Show that = + B is an unbiased estimator of 0. 2 b) Find V[] in terms of V[B], V[B2], and Corr(B1, B2). B1+2.

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