Question 1 Provide an algebraic proof that the least squares estimator is not consistent when Cov(x,e)=0 with the regression model y =B1+B2E(x)+e where E(e)=0 So that E(y) = B1 + B2E(x)

Elementary Linear Algebra (MindTap Course List)
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ISBN:9781305658004
Author:Ron Larson
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Chapter5: Inner Product Spaces
Section5.CM: Cumulative Review
Problem 21CM
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 Question 1

Provide an algebraic proof that the least squares estimator is not consistent when Cov(x,e)=0 with the regression model y =B1+B2E(x)+e where E(e)=0
So that E(y) = B1 + B2E(x)

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