Question: Show that in the multiple regression of y on a constant, x 1 and x 2 while imposing the restriction 1 + 2

Show that in the multiple regression of y on a constant, x₁ and x₂ while imposing the restriction β₁ + β₂ = 1 leads to the regression of y − x₁ on a constant and x₂ − x₁.

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