In the k-variable linear regression model there are k normal equations to estimate the k unknowns. These

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In the k-variable linear regression model there are k normal equations to estimate the k unknowns. These normal equations are given in Appendix C. Assume that Xk is a perfect linear combination of the remaining X variables. How would you show that in this case it is impossible to estimate the k regression coefficients?

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Basic Econometrics

ISBN: 978-0073375779

5th edition

Authors: Damodar N. Gujrati, Dawn C. Porter

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