Question: If the relation 1 X 1i + 2 X 2i + 3 X 3i = 0 holds true for all values of

If the relation λ₁X_1i + λ₂X_2i + λ₃X_3i = 0 holds true for all values of λ₁, λ₂, and λ3, estimate r_12.3, r_13.2, and r_23.1. Also find R²_1.23, R²_2.13, and R²_3.12. What is the degree of multicollinearity in this situation? Note: R²_1.23 is the coefficient of determination in the regression of Y on X₂ and X₃. Other R2 values are to be interpreted similarly.

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