Question: Suppose that you estimate a multiple regression first with, then without, a constant. Whether the R 2 is higher in the second case than the

Suppose that you estimate a multiple regression first with, then without, a constant. Whether the R² is higher in the second case than the first will depend in part on how it is computed. Using the (relatively) standard method R² = 1 − (e'e/y'M⁰y), which regression will have a higher R²?

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