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Three variables, N, D, and Y, all have zero means and unit variances. A fourth variable is C = N + D. In the regression of C on Y, the slope is 0.8. In the regression of C on N, the slope is 0.5. In the regression of Don Y, the slope is 0.4.What is the sum of squared residuals in the regression of C on D? There are 21 observations and all moments are computed using 1/(n − 1) as the divisor. |
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