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Pooled Regression
Machine Learning•Aquatic CapitalMediumFree
Question
Two separate datasets are used to fit simple ordinary least squares regressions through the origin. For the first dataset, the sum of the squared predictor values is and the fitted coefficient is . For the second dataset, the sum of the squared predictor values is and the fitted coefficient is . The datasets are then combined, and one ordinary least squares regression through the origin is fitted to every observation. What is the coefficient of the combined regression?
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