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The data analyst used statistical tests derived from sums of squares to determine whether x1 or I; should be excluded to come up with the

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The data analyst used statistical tests derived from sums of squares to determine whether x1 or I; should be excluded to come up with the final regression model. That is, the nal model may be a subset model of M1. 1) Discuss with mathematical proof whether the ordinary' least-squares estimator(s} for the remaining regressorisl in the final model is biased. [10 points]

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