Question: In an ordinary linear model with two explanatory variables x1 and x2 having sample corr(x1, x2) > 0, show that the estimated corr(???? 1, ????

In an ordinary linear model with two explanatory variables x1 and x2 having sample corr(x∗1, x∗2) > 0, show that the estimated corr(????̂

1, ????̂

2) < 0.

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