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  3. Study Set
    Principles of Econometrics
  4. Exam
    Exam 8: Further Inference in the Multiple Regression Model
  5. Question
    When a Set of Variables with Exact Collinearity Is Included
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When a Set of Variables with Exact Collinearity Is Included

Question 8

Question 8

Multiple Choice

When a set of variables with exact collinearity is included in an econometric model coefficient estimates are


A) undefined
B) unbiased
C) biased upward
D) biased,but the direction is unclear

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