Suppose that Y, X, and Z are related as follows:
E(Y | X,Z) = βX + γZ
E(Z|X = αX)
β, γ, α are unknown population parameters. Suppose an economist runs the a linear regression of on only.
a. The OLS estimator will be unbiased for β
b. E(Y|X) = βX
C. E(Y|X) = (β + αγ)X
D. E(Y|X) = βX + γZ)