In the linear regression model y = Bo + B1x1 + B2x2+ u, consider the formula Var(ß1) = SST;(1 – R†)' What is R in this formula? none of the other options O R is the R² of the regression of x1 on a constant and x2 O R is the Rª of the regression of y on a constant, xị and x2 O R is the R“ of the regression of y on a constant and X 1

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In the linear regression model
y = Bo + B1x1 + B2x2 + u,
consider the formula
Var(3,)
SST;(1 – R†)*
What is R{ in this formula?
none of the other options
O R is the R² of the regression of x1 on a constant and x2
O R is the R“ of the regression of y on a constant, X1 and x2
O R is the R“ of the regression of y on a constant and X 1
Transcribed Image Text:In the linear regression model y = Bo + B1x1 + B2x2 + u, consider the formula Var(3,) SST;(1 – R†)* What is R{ in this formula? none of the other options O R is the R² of the regression of x1 on a constant and x2 O R is the R“ of the regression of y on a constant, X1 and x2 O R is the R“ of the regression of y on a constant and X 1
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