uppose the model of interest Y, = B. + B,X: + B2X2 + u, where E(u|X,)- E(u[X2) = 0 and Cov(X, Xx) = 0. Will the simple linear regression of Y on X, have the same coefficient estimate as the multivariate regression of Yon both X; and Xx? Please motivate your answer (3 marks) b) Given Y = B. + B,X, +B2X2 + B,X, + u where you know that E(ulX, X2,X,) = 0. Suppose for some reasons you estimate instead the incomplete model Y = B. + B,X, + v, where v = 4 +B2X2 + B,X3. i) Under what conditions will the OLS parameters are consistent? ii) Does the incomplete model satisfy the Classical Linear Regression Model (CLRM) assumption? Please motivate your answer