Inferential Statisticshard
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A researcher is studying the effect of a new fertilizer on plant height. The model is Yi=β0+β1Xi+ϵiY_i = \beta_0 + \beta_1 X_i + \epsilon_i where XiX_i is fertilizer amount and Var(ϵi)=σ2Xi2Var(\epsilon_i) = \sigma^2 X_i^2. Why is the OLS estimator β^\hat{\beta} no longer the Best Linear Unbiased Estimator (BLUE)?