Suppose the correlation between X1 and Y is -0.8, the correlation between X2 and X1 is 0.4, and the correlation between

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Suppose the correlation between X1 and Y is -0.8, the
correlation between X2 and X1 is 0.4, and the correlation between
X2 and Y is 0.55. Which regression (using the least squares
criterion) will have the smallest R2?
I) regress Y on X1; II) regress Y on X2; III) regress Y on
X1 and X2.
a.) II)
b.) It might be II) or III). Further information is
needed
c.) I)
d.) III)