Give the formula for the slope of the regression for Y on X 1 , and for Y on X 2 . Give the value of the slope of the regression for X 2 on X 1 . Give formulas for the residuals for the regressions of...


Give the formula for the slope of the regression for Y on X1, and for Y on X2. Give the value of the slope of the regression for X2
on X1.


Give formulas for the residuals for the regressions of Y on X1
and for X2
on X1. The plot of these two sets of residuals corresponds to the added-variable plot for X2.


Compute the slope of the regression corresponding to the added variable plot for the regression of Y on X2
after X1, and show that this slope is exactly the same as the slope for the simple regression of Y on X2
ignoring X1. Also find the intercept for the added variable plot.




May 06, 2022
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