by Qiang Gao, updated at Mar 13, 2017
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Show that Assumption 1.3 for the simple regression model is that the nonconstant regressor ($$ x_{i2}
The simple regression model is
Assumption 1.3 requires that $$ { \mathbf{1}, \mathbf{x}2 } $$ are linearly independent with probability one. This means $$ \mathbf{x}2 $$ is not proportional to $$ \mathbf{1} $$ with probability one, i.e., $$ x{i2} \neq x{j2} $$ for some pairs of $$ (i, j)
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