1. Consider two least-squares regressions and y = Xiễ, tế y = Xißi + XzB2 +ệ Let R2 and R2 be the R-squared from the two regressions. Show that R22 R².

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1. Consider two least-squares regressions
and
y = Xíễ tế
y = Xí$i+ XzB2 tê
Let R2 and R2 be the R-squared from the two regressions. Show that R22 R2.
Transcribed Image Text:1. Consider two least-squares regressions and y = Xíễ tế y = Xí$i+ XzB2 tê Let R2 and R2 be the R-squared from the two regressions. Show that R22 R2.
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