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(1 point) Consider the following GRETL script: nulldata 300 loop j=1..10000 progressive genr x1=normal(0,1) genr x2=0.1*x1+0.9*normal(0,1) genr u=normal(0,2) genr y=8+1*x1+2*x2+u ols y 0 x1 x2
(1 point) Consider the following GRETL script: nulldata 300 loop j=1..10000 progressive genr x1=normal(0,1) genr x2=0.1*x1+0.9*normal(0,1) genr u=normal(0,2) genr y=8+1*x1+2*x2+u ols y 0 x1 x2 genr b1hat=$coe(x1) store mc1.gdt b1hat endloop (a) (0.25 points) How many estimations of 2 are obtained in the script? (b) (0.25 points) What is the average value of the estimations of 2? (c) (0.5 points) By replacing the 4th line with the following genrx2 = 0.5 x1 + 0.5 normal(0, 1), what happens to the VIF of 2?
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