Let R2 SSR SST denote the coefficient of determination for
Let
R2 = SSR / SST
denote the coefficient of determination for the sample regression line.
a. Using part d of the previous exercise, show that
b. Using the result in part a, show that the coefficient of determination is equal to the square of the sample correlation between X and Y.
c. Let b1 be the slope of the least squares regression of Y on X, b*1 be the slope of the least squares regression of X on Y, and r be the sample correlation between X and Y. Show that b1 ∙ b*1 = r2
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