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Consider the multiple regression model Y5 = 180 +lei1 + Bzer: + 5r: and let K be the tted values. Suppose we now want to
Consider the multiple regression model Y5 = 180 +lei1 + Bzer: + 5r: and let K be the tted values. Suppose we now want to t a simple linear regression Y: = 8:; + 3:17; + 53' a) Show that the estimates of 53 and Bf are 30* = 0, {if = 1, respectively. b) Show that the multiple R2 from the rst model equals the simple R2 from the second model using the fact that 1221 SSE SST
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