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.
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.
Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter5: Inner Product Spaces
Section5.CR: Review Exercises
Problem 62CR
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Question
![1. Consider two least-squares regressions
and
y = Xíễ tế
y = Xí$i+ XzB2 tê
Let R2 and R2 be the R-squared from the two regressions. Show that R22 R2.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F183f1dfd-a135-4e08-8248-50e8b6cef1c8%2Fe7d17b2e-9a64-4423-838b-920e150a95e5%2Fqb2zjbm_processed.jpeg&w=3840&q=75)
Transcribed Image Text:1. Consider two least-squares regressions
and
y = Xíễ tế
y = Xí$i+ XzB2 tê
Let R2 and R2 be the R-squared from the two regressions. Show that R22 R2.
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