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 X2on X1.
Give formulas for the residuals for the regressions of Y on X1and for X2on 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 X2after X1, and show that this slope is exactly the same as the slope for the simple regression of Y on X2ignoring X1. Also find the intercept for the added variable plot.
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