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Suppose we have fit the straight-line regression model =0 +11, but the response is actually affected by a second variable 2, such that the true

Suppose we have fit the straight-line regression model =0 +11, but the response is actually affected by a second variable 2, such that the true regression function is ()= 0 +11 +22 a) Is the least squares estimator of the slope in the original simple linear regression model unbiased? Why or why not? b) Show the bias in 1.

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