Linear Modelinghard
0:00.0

Consider a model Y=β0+β1X1+ϵY = \beta_0 + \beta_1 X_1 + \epsilon and an alternative model Y=β0+β1X1+β2X2+ϵY = \beta_0 + \beta_1 X_1 + \beta_2 X_2 + \epsilon. If Corr(X1,X2)=0Corr(X_1, X_2) = 0, what happens to the estimate of β1\beta_1 when X2X_2 is added?