A Proof! Show that in a single variable regression, R = PX,Y where px,y is the...

 

Transcribed Image Text:

A Proof! Show that in a single variable regression, R² = PX,Y where px,y is the sample correlation of X and Y. As a reminder, Σ(X-X)(Y-Y) Σ'(x, -x)2 ×VE (Υ. - Y)2 px,y = Hint: This is just chugging through formulas you already have. Start with the definition of R² ESS/TSS and then plug in for Ŷ, Bo and B1. A Proof! Show that in a single variable regression, R² = PX,Y where px,y is the sample correlation of X and Y. As a reminder, Σ(X-X)(Y-Y) Σ'(x, -x)2 ×VE (Υ. - Y)2 px,y = Hint: This is just chugging through formulas you already have. Start with the definition of R² ESS/TSS and then plug in for Ŷ, Bo and B1.

Answer rating: 100% (QA)

In a single variable Regression R PXY 4 bobnes where is sample comulation bw xey TSS ... View the full answer