For this question, use the California Testscore Data Set and your regression package (a spreadsheet program if necessary). First perform a multiple regression of testscores on a constant, the student-teacher ratio, and the percent of English learners. Record the coefficients. Next, do the following three step procedure instead: first, regress the testscore on a constant and the percent of English learners. Calculate the residuals and store them under the name resYX2. Second, regress the student-teacher ratio on a constant and the percent of English learners. Calculate the residuals from this regression and store these under the name resX1X2. Finally regress resYX2 on resX1X2 (and a constant, if you wish). Explain intuitively why the simple regression coefficient in the last regression is identical to the regression coefficient on the student-teacher ratio in the multiple regression.
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