<p>I agree that the question is different.</p>
<p>The best thing to do is, I guess, improve the question in order to make it more clear.</p>
<p>This is <a href="https://stats.stackexchange.com/help/duplicates">stated in the help information</a></p>
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<p>If you see a question and do not agree that it truly is a duplicate, edit it to highlight the differences, then try to get it reopened by casting a reopen vote.</p>
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<p>That is what I tried. I have changed some format and text of the question in order to make the question more clear, and especially/hopefully make more clear the <em>difference</em> with the questions that is linked as duplicate.</p>
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<p>What I do not understand is how this comes to be a duplicate of the cited question?</p>
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<p>I can imagine that this may stem from the fact that the expression <span class="math-container">$Y = \beta_1X_2 + \beta_2 \cdot X_2$</span> looks very much like <span class="math-container">$Y = \beta_1X_2 + \beta_2 X_2$</span>. Also, the original question was not very correct in expressing the meaning of <span class="math-container">$X_2$</span>, a matrix instead of a vector, by stating <span class="math-container">$\beta_2,X_2 \in \mathbb{R}^k$</span></p>
