SXY rXY = sx and sy are the sample standard deviations of X and Y, respec Show that the regression R2 in the regression of Y on X is the correlation between X and Y. That is, show that R² = r?y. Show that the R² from the regression of Y on X is the same as the on Y. Show that SY B1 = rxY SX
SXY rXY = sx and sy are the sample standard deviations of X and Y, respec Show that the regression R2 in the regression of Y on X is the correlation between X and Y. That is, show that R² = r?y. Show that the R² from the regression of Y on X is the same as the on Y. Show that SY B1 = rxY SX
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
![4. The sample covariance of two random variables X and Y in a sample of size n is given by
n
1
SXY =
(X; - X)(Y; – Ỹ).
п — 1
i=1
The sample correlation is then given by
SXY
rXY =
sx sY
where sx and sy are the sample standard deviations of X and Y, respectively.
(a) Show that the regression R? in the regression of Y on X is the squared value of the sample
correlation between X and Y. That is, show that R? = ry.
(b) Show that the R2 from the regression of Y on X is the same as the R2 from the regression of X
on Y.
(c) Show that
Bi =
Sy
= rXY
SX](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F70e7dcba-499c-407f-88b5-ea47dc6b8c4d%2F52b89af9-30f9-4433-98c7-425688557c3e%2Fpc5hbre_processed.png&w=3840&q=75)
Transcribed Image Text:4. The sample covariance of two random variables X and Y in a sample of size n is given by
n
1
SXY =
(X; - X)(Y; – Ỹ).
п — 1
i=1
The sample correlation is then given by
SXY
rXY =
sx sY
where sx and sy are the sample standard deviations of X and Y, respectively.
(a) Show that the regression R? in the regression of Y on X is the squared value of the sample
correlation between X and Y. That is, show that R? = ry.
(b) Show that the R2 from the regression of Y on X is the same as the R2 from the regression of X
on Y.
(c) Show that
Bi =
Sy
= rXY
SX
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