Question: 4.34. (Sec. 4.4) Invariance of the sample multiple correlation coefficient. Prove that R is a fUllction of the sufficient statistics i and S that is

4.34. (Sec. 4.4) Invariance of the sample multiple correlation coefficient. Prove that R is a fUllction of the sufficient statistics i and S that is invariant under changes of location and scale of x I a and nonsingular linear transformations of x~2) (that is. xi" = ex I" +

d, x~~)* = CX~2) +

d, a = 1, ... , N) and that every function of i and S that is invariant is a function of R.

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