Question: (Requires StatTools) Create a table of correlations between all variables, and then run two regressions: the first of Y versus the X with the highest

(Requires StatTools) Create a table of correlations between all variables, and then run two regressions: the first of Y versus the X with the highest correlation (in magnitude) with Y, and the second of Y versus the two X's with the highest correlations (in magnitude) with Y. Which of the following is true?

a. The standard error of estimate in the second equation is about 65.1% as large as in the first equation.
b. The R-square value is about 9.8% larger in the second equation than in the first.
c. Let X be the variable in the first equation. The absolute difference between its regression coefficients in the two equations is about 0.672.

d. All of these choices are true.

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