Philip V. Bertrand, Roger L. Holder, A Quirk in Multiple Regression: The Whole Regression can be Greater Than the Sum of Its Parts, Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 37, No. 4/5 (1988), pp. 371-374
No takes yet. Share an insight, caveat, or question.
Bertrand et al. (1988) studied this question.
Synapse has enriched one closely related paper. Consider it for comparative context: