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Assuming I have a dependant Variable X (Target) which I fitted a linear regression to:

X = a + b1(A) + b2(B) + E

What is the best practice to fit a linear regression for another Variable Y which depends on X, and how do I account for the error produced in the first model.

The motivation came from trying to predict the behavior of a company's profit (target) from a bunch of KPIs(dependant variables) but each KPI is modeled through its own independent variables.

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