Question: 1.7 Suppose that a variable Y is defined by the exact linear relationship Y = b1 + b2X and suppose that a sample of observations

1.7 Suppose that a variable Y is defined by the exact linear relationship Y = b1 + b2X and suppose that a sample of observations has been obtained for X, Y, and a third variable, Z.

Show that the sample correlation coefficient for Y and Z must be the same as that for X and Z, if b2 is positive.

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