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Attached is the question Problem 5. (20 points.) Consider the simple linear regression model Y = Bo + BIX + E, where E(c) = 0

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Problem 5. (20 points.) Consider the simple linear regression model Y = Bo + BIX + E, where E(c) = 0 and Var(e) = 02 > 0. Suppose the coefficient vector B is estimated using the LS estimation based on a training data set of size n. Determine _

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