Show that in the multiple regression of y on a constant, x 1 and x 2 while imposing the restriction 1 2 1 leads to the regression of y x 1 on a constant and x 2 x 1 ...

Show that in the multiple regression of y on a constant, x 1 and x 2 while

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Show that in the multiple regression of y on a constant, x₁ and x₂ while imposing the restriction β₁ + β₂ = 1 leads to the regression of y − x₁ on a constant and x₂ − x₁.

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Econometric Analysis

ISBN: 978-0131395381

7th edition

Authors: William H. Greene

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Question Posted: Nov 15, 2018 07:30 AM

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Show that in the multiple regression of y on a constant, x 1 and x 2 while

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Econometric Analysis

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