27-16. Prove that: (a) If R = 0, X, is uncorrelated with any of other variables i.e., r12=r13 = 0. 1-23 (b) If R1-23 = I, then linear regression of X, on X, and X3 is perfect.

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27-16. Prove that:
(a) If R123 = 0, X1 is uncorrelated with any of other variables i.e., r12=r13 = 0.
(b) If R1-23 = 1, then linear regression of X, on X, and X3 is perfect.
Transcribed Image Text:27-16. Prove that: (a) If R123 = 0, X1 is uncorrelated with any of other variables i.e., r12=r13 = 0. (b) If R1-23 = 1, then linear regression of X, on X, and X3 is perfect.
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