Question 3. Let Bo and ₁ be the least squares estimators for a simple linear Bo + B₁X₁ + €. Show that (Y₂ - ₁) = 0, where Y regression model Y₁ Bo +3₁ Xi. = =

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Question 3. Let Bo and 3₁ be the least squares estimators for a simple linear
Bo + B₁X₁ + €. Show that
(Y₁ - ₁) = 0, where Y
regression model Y₁
Bo +3₁ X₂.
=
=
Transcribed Image Text:Question 3. Let Bo and 3₁ be the least squares estimators for a simple linear Bo + B₁X₁ + €. Show that (Y₁ - ₁) = 0, where Y regression model Y₁ Bo +3₁ X₂. = =
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