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In the Multiple Regression Problem with K Explanatory Variable, It X1X _ { 1 }

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Essay

In the multiple regression problem with k explanatory variable, it would be quite tedious to derive the formulas for the slope coefficients without knowledge of linear algebra. The formulas certainly do not resemble the formula for the slope coefficient in the simple linear regression model with a single explanatory variable. However, it can be shown that the following three step procedure results in the same formula for slope coefficient of the first explanatory variable, X1X _ { 1 } :
Step 1: regress Y on a constant and all other explanatory variables other than X1X _ { 1 } , and calculate the residual (Res1).
Step 2: regress X1X _ { 1 } on a constant and all other explanatory variables, and calculate the residual (Res2).
Step 3: regress Res1 on a constant and Res2.
Can you give an intuitive explanation to this procedure?


Definitions:

Behavior

The actions or reactions of an object or organism, usually in relation to the environment.

Forebrain

The anterior part of the brain, including the cerebral hemispheres, the thalamus, and the hypothalamus, responsible for complex behaviors, thought, and emotion.

Action Potential

A temporary reversal of the electrical polarization of the membrane of a nerve cell or muscle cell, allowing for the transmission of signals.

Axon

A long, slender projection of a nerve cell, or neuron, that conducts electrical impulses away from the neuron's cell body.

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