Question: For this question, use the California Testscore Data Set. Install the package AER if you have not done so and load it in your library.

For this question, use the California Testscore Data Set. Install the package AER if you have not done so and load it in your library. Then load the dataset CASchools to load the California Testscore Data Set. Generate the testscore and the student-teacher ratio variables. Perform the following in exact order: (a) First perform a multiple regression of testscores on a constant, the student-teacher ratio, and the percent of English learners. Record the coefficients. (b) Regress the testscore on a constant and the percent of English learners. Calculate the residuals and store them under the name resYX2. (c) Regress the student-teacher ratio on a constant and the percent of English learners. Calculate the residuals from this regression and store these under the name resX1X2. (d) Regress resYX2 on resX1X2 (and a constant, if you wish). What do you notice about the coefficient in the last regression and the regression coefficient on the student-teacher ratio in the multiple regression? Explain the intuition behind your observation.

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