Whoever told you how to do this is completely wrong. For multiple regression,
you must find all parameters simultaneously. This is because X1, X2, and X3
are NOT independent.
Ken
>I am told that I can solve for these three unknowns (B1, B2 and B3) by
>doing simple linear regression to obtain "residuals"; from the
>residuals come the unknowns. For example, I know that with just two
>unknowns (B1 and B2) in:
>
> y = B0 + B1 * x1 + B2 * x2 + e
>
>I can obtain B1 after the following schedule of calculations:
>
> regress y on x2 which yields R1 (residual one)
> regress x1 on x2 which yields R2
> regress R1 on R2 which leads to a slope value that is B1
>
>Now the pitiful questions: how do I get B2? When I have three unknowns
>how do I get B3? Please format your excellent answer using my
>little "schedule" jargon.
>
>
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