Suppose that we have fi t the straight - line regression model y x = + 0 11 but the

Suppose that we have fi t the straight - line regression model ˆ ˆ ˆ y x = + β β 0 11 but the response is affected by a second variable x2 such that the true regression function is Ey x x ( ) =+ + ββ β 0 11 22

a. Is the least - squares estimator of the slope in the original simple linear regression model unbiased?

b. Show the bias in ˆ

β1.