a. Show that the regression R2 in the regression of Y on X is the squaredvalue of the sample correlation between X and Y. That is, show thatR2 = r2XY.b. Show that the R2 from the regression of Y on X is the same as the R2from the regression of X on Y. c. Show that ^β1 = rXY (sY/sX), where rXY is the sample correlationbetween X and Y, and sX and sY are the sample standard deviationsof X and Y.
a. Show that the regression R2 in the regression of Y on X is the squaredvalue of the sample correlation between X and Y. That is, show thatR2 = r2XY.b. Show that the R2 from the regression of Y on X is the same as the R2from the regression of X on Y. c. Show that ^β1 = rXY (sY/sX), where rXY is the sample correlationbetween X and Y, and sX and sY are the sample standard deviationsof X and Y.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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a. Show that the regression R2 in the regression of Y on X is the squaredvalue of the sample
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