Whoever told you this is completely right. This is the "added variable"
approach; it is very useful in teaching what B1 means (the regression
coefficient of the y residuals from x2 on the x1 residuals from x2).
You can get B2 by interchanging x1 and x2 in the recipe above.
At 5:48 AM +0000 2/12/00, Kenmlin wrote:
>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.
> >
> >
===
Jan de Leeuw; Professor and Chair, UCLA Department of Statistics;
US mail: 8142 Math Sciences Bldg, Box 951554, Los Angeles, CA 90095-1554
phone (310)-825-9550; fax (310)-206-5658; email: [EMAIL PROTECTED]
http://www.stat.ucla.edu/~deleeuw and http://home1.gte.net/datamine/
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