One form of adjustment named for this property adds half of the variance and one to the lambda = 0 term of a Box-Cox transformation, which otherwise provides the median value. When this property is not present, a Mincer-Zarnowitz test gives an intercept of approximately 0 and a coefficient close to 1. Hetero·skedasticity does not introduce this property for OLS, but does for non-linear models. Per the Gauss-Markov theorem, the OLS estimator has the (*) lowest variance among linear estimators that lack this property, as indicated by the expression BLUE. Forecasting models face a tradeoff between variance and this property, which includes an “omitted-variable” form. For 10 points, name this average difference between the expected and true values of an estimator, a measure of distortion. ■END■ (10[1]0[3])