Regress Y on X
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Suppose we have two variables, X and Y, where Y = X + some normal white noise.
What will our coefficient be if we run a regression of Y on X?
What happens if we run a regression of X on Y?
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0:00:00
Suppose we have two variables, X and Y, where Y = X + some normal white noise.
What will our coefficient be if we run a regression of Y on X?
What happens if we run a regression of X on Y?
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