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4.8 Suppose all of the regression assumptions in Key Concept 4.3 are satisfied except that the first assumption is replaced with E( ui I Xi) = 2. Which parts of Key Concept 4.4 continue to hold? Which change? Why? (Is β1^ normally distributed in large samples with mean and variance given in Key Concept 4.4? What about β0^?)
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4.8 Suppose all of the regression assumptions in Key Concept 4.3 are satisfied except that the first...
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