Skip to main content
All Questions

The true model is y = X1 b1 + X2 b2 + e, but you run OLS of y on X1 only, leaving X2 out. What happens to the estimate of b1? Prove it in matrix form.

Unlock detailed company stats for this questionUpgrade

Community answers

No answers contributed by the community yet.

Related questions

In ridge regression, what happens to the expected value of the coefficient estimate if you perturb your data matrix?

Related courses

Course

SQL Interview Prep Course

Prepare for SQL interviews with lessons on joins, aggregations, and window functions, then practice real SQL interview questions in an interactive editor with expert solutions.

Course

Data Science Interview Prep

Land your dream data science role at Google, Amazon, Microsoft, Meta, Apple, and other top companies. Learn from mock interviews, frameworks, and advice from senior candidates. Practice statistics, experimentation, coding, SQL, machine learning, behavioral interviews, and more.