Suppose that you estimate a multiple regression first with, then without, a constant. Whether the R 2
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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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