An investigatorwants to use multiple regression to predict

Chapter , Problem 35

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An investigator wants to use multiple regression to predict a variable, Y, from two other variables, \(X_1\) and \(X_2\). She proposes forming a new variable \(X_3=X_1+X_2\) and using multiple regression to predict Y from the three X variables. Show that she will run into problems because the design matrix will not have full rank.

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