Consider the following binary variable version of the fixed effects model. Each regressor Dj is a binary variable that equals 1 when i = j and 0 otherwise. Yit = Boxo, it + ByXit + 71 D1; + 12 D2; + ... + Yn Dn; + uit Suppose that n = 3 and that X it = 1 for all i, t (the intercept, So, is the coefficient for the "constant" regressor). Show that the binary regressors and the "constant" regressor are perfectly multicollinear; that is, express one of the variables D1,, D2;, D3,, and X, it as a perfect linear function of the others. When n = 3, the model reduces to Yit = Boxo, it + ByXit + 71D1; + 12 D2; + 13D3; + uit So, D1; + D2; + D3, =