Question: Consider the multiple regression model Y = XB +c. Let X = [X1, X2). Assume there is no intercept in the model. Regress Y on

Consider the multiple regression model Y = XB +c. Let X = [X1, X2). Assume there is no intercept in the model. Regress Y on X1 and obtain the residuals Y* from this regression. Then regress each column of X2 on X1 to get a matrix of residuals X2. Finally regress the residuals from the first regression on the residuals from the second regression to obtain the partial coefficient 32.1. Show that Y* - X232.1 is orthogonal to X

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