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For example:

  1. It is a system comprising X, Y, Z
  2. The system of claim 1, wherein X is W
  3. The system of claim 2, wherein Z is P connected to W

In the claim 3, I need to refer to both Z (which is in the claim 1 and I expect it is in the claim 2) and W which is in the claim 2.

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Yes.

A dependent claim contains all the limitations of the claims from which it depends, whether directly or indirectly. Thus, claim 2 includes all the limitations of claim 1, and claim 3 includes all the limitations of claims 1 and 2.

Your claim 3 has antecedent basis for referring to elements W, Y, and Z without having to reintroduce them.

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