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Suppose One Runs the Regression of Y on X1 and X2

Question 34

Multiple Choice

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.

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