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QUESTION

We have observations on random variables y, x and z, and we are interested in the relation between x and y only. For the results to be reliable, we...

We have observations on random variables y, x and z, and we are interested in the relation between x and y only. For the results to be reliable, we must include z in our regression

A. if z is correlated with y but not with x

B. regardless of whether z is correlated with x or y.

C. if z is correlated with both x and y

D. if z is correlated with x but not with y

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