x2<-c(1,2,3,2) x3<-c(2,1,1,2) y0<-c(1,1,2,3) n<-length(y0) olsx2<-lm(x2~x3) resx2<-resid(olsx2) ols2<-lm(y0~resx2+x3) summary(ols2) olsx3<-lm(x3~x2) resx3<-resid(olsx3) ols3<-lm(y0~x2+resx3) summary(ols3) ols4<-lm(y0~x2+x3) summary(ols4) y0bar<-mean(y0) x2bar<-mean(x2) x3bar<-mean(x3) y0sd<-sqrt(var(y0)) x2sd<-sqrt(var(x2)) x3sd<-sqrt(var(x3)) sy0<-(y0-y0bar)/y0sd sx2<-(x2-x2bar)/x2sd sx3<-(x3-x3bar)/x3sd sols<-lm(sy0~sx2+sx3-1) summary(sols) y0sd x2sd x3sd beta2hat<-summary(sols)$coef[1,1]*(y0sd/x2sd) beta3hat<-summary(sols)$coef[2,1]*(y0sd/x3sd) beta2hat beta3hat