Past exam of the mathematics course of the University of Cambridge / 2025 / iii / Paper 221 / 1 / b / vi / Solution

Neither coefficient has a causal interpretation. The $X_2$ coefficient is confounded by omitted $X_1$, and conditioning on the collider $X_3$ also opens $X_2\to X_3\leftarrow U\to Y$. The $X_3$ coefficient retains the open path through $U$.