Linear Modelinghard
0:00.0

In a multiple regression model Y=β0+β1X1+β2X2+ϵY = \beta_0 + \beta_1 X_1 + \beta_2 X_2 + \epsilon, if X1X_1 and X2X_2 are perfectly collinear, what happens to the OLS estimator β^\hat{\beta}?