Question: Let us consider a multiple linear regression equation of the type: i 0 1 1i 2 2i i y = ???? +????X +???? X +????

Let us consider a multiple linear regression equation of the type: i 0 1 1i 2 2i i y = ???? +????X +???? X +???? . If the variable X1 is linearly related to the variable X2, then show that the parameters ????1 and ????2 cannot be estimated separately.

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