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The OLS Estimators of the Coefficients in Multiple Regression Will YiY _ { i }

question 18

Short Answer

The OLS estimators of the coefficients in multiple regression will have omitted variable bias a. only if an omitted determinant of YiY _ { i } is a continuous variable.
b. if an omitted variable is correlated with at least one of the regressors, even though it is not a determinant of the dependent variable.
c. only if the omitted variable is not normally distributed.
d. if an omitted determinant of YiY _ { i } is correlated with at least one of the regressors.


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