(This continues question 3.) Suppose p > 1, the first column of X is all 1s, and...

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(This continues question 3.) Suppose p > 1, the first column of X is all 1’s, and γ1 =···= γn.

(a) Is βˆ1 biased or unbiased given X?

(b) What about βˆ2?

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