Suppose one runs the regression of Y on X₁ and X₂ and both coefficients on X₁ and X₂ are positive. All of the following correlation conditions must hold in the sample except for which one? A) The semi-partial correlation between Y and X₂ holding X₁ constant must be positive. B) The semi-partial correlation between Y and X₁ holding X₂ constant must be positive. C) The partial correlation between Y and X₂ holding X₁ constant must be positive. D) None of the answers is correct.

Question

Quizplus · Accepted Answer

The question provides no information about the correlation between X₁ and X₂, so we cannot make any assumptions about their relationship. Therefore, we cannot determine whether the partial correlation between Y and X₂ holding X₁ constant must be positive or not.

Suppose One Runs the Regression of Y on X1 and X2

Suppose One Runs the Regression of Y on X₁ and X₂