Suppose that the model of (13-2) is formulated with an overall constant term and n 1

Chapter 13, Problem 2

(choose chapter or problem)

Suppose that the model of (13-2) is formulated with an overall constant term and n 1 dummy variables (dropping, say, the last one). Investigate the effect that this supposition has on the set of dummy variable coefficients and on the least squares estimates of the slopes.

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