Consider variable y depends on variable x and z linearly. I have $100$ sample values of $y$ and corresponding $x$ but don't have any values of $z$. The functional model is
$$y = \alpha_1x + \alpha_2z + \eta $$
Is it possible to estimate $\alpha_1$ and $\alpha_2 $?
Thanks and regards,
marcella.
No, as you can always absorb $\alpha_2$ into z.