Question: Consider the least squares regression estimators Yi X1i b1 X2i b2 bei and the one regressor at a time regression estimators Yi

Consider the least squares regression estimators Yi Æ X1i b¯1 ÅX2i b¯2 Å bei and the “one regressor at a time” regression estimators Yi Æ X1i e¯1 Å ee1i , Yi Æ X2i e¯2 Å ee2i Under what condition does e¯1 Æ b¯1 and e¯2 Æ b¯2?

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