Introduction to Econometrics 3rd Edition by James Stock, Mark Watson

تمرين 2

Suppose that n = 100 i.i.d. observations for ( Y i , X i ) yield the following regression results:

Another researcher is interested in the same regression, but he makes an error when he enters the data into his regression program: He enters each observation twice, so he has 200 observations (with observation 1 entered twice, observation 2 entered twice, and so forth).
a. Using these 200 observations, what results will be produced by his regression program

b. Which (if any) of the internal validity conditions are violated