Question 2. Show that, for a simple linear regression, R² = ry, where R² is the coefficient of determination and rxy is the sample correlation between Y and X. Hint: Σ (Υ - Y)2 Σ1(Yi-Y)²¹ SXY √SXX SYY where Sxy=₁1 (X₁ — X)(Y; — Y), Sxx = Σ₁-1 (X₁ — X)², Syy = ₁₁(Y₁ - Y)². R²: = TXY =

MATLAB: An Introduction with Applications
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Question 2. Show that, for a simple linear regression, R² = ry, where R² is the
coefficient of determination and rxy is the sample correlation between Y and X.
Hint:
Σ" (Υ - Y)2
Σ1(Y₁-Y)²¹
SxY
√SXXSYY'
where Sxy = 1 (X; — X)(Y; — Y), Sxx = ₁1(X; - X)², Syy = ₁₁(Y₁ - Y)².
R²
=
"XY =
Transcribed Image Text:Question 2. Show that, for a simple linear regression, R² = ry, where R² is the coefficient of determination and rxy is the sample correlation between Y and X. Hint: Σ" (Υ - Y)2 Σ1(Y₁-Y)²¹ SxY √SXXSYY' where Sxy = 1 (X; — X)(Y; — Y), Sxx = ₁1(X; - X)², Syy = ₁₁(Y₁ - Y)². R² = "XY =
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