Question: 5. Suppose we have the following two multiple linear regression models: Yi = Bo+ BIXa+ ...+ Bp-1Xip-1+ and Yi = Bot BIXa+ ... + Bp-1Xin-1+

5. Suppose we have the following two multiple linear regression models: Yi = Bo+ BIXa+ ...+ Bp-1Xip-1+ and Yi = Bot BIXa+ ... + Bp-1Xin-1+ BpXin + Ex, where &; vid N(0, 5?). (a) Denote the R-square R' for the two models (3) and (4) as R-(3) and Show that R"(3)

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