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16 questions linked to/from Why is the intercept in multiple regression changing when including/excluding regressors?
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Why is the variance smaller for the same coefficient in a reduced regression model vs. full regression model? [duplicate]
Let's say we have two estimators for $\beta$.
$\beta$ denotes all a full set of coefficients, one for each covariate in a dataframe.
$\beta$ can be split into $\beta_p$ and $\beta_r$, where $p$ ...
