Let X1 equal a constant (column of ones) plus three predictors. Let X2 contain three more predictors. Let y be the response variable. The Gauss-Markov conditions hold. Regress each of the three variables in X2 on X1 and obtain the residuals X. Regress y on X1 and X. How do your results compare to the results of the regression of y on X1 and X2? The comparison you are making is between the least squares coefficients of the two regression models Derive the result theoretically

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