Statistics Assignment Help With Properties Of Regression Coefficients
8.7.4 Properties of Regression Coefficients:
(a) Correlation coefficient is the geometric mean between the regression coefficients.
(b) If one of the regression coefficients is greater than unity, the other must be less than unity.
(c) Arithmetic mean of the regression coefficients is greater than the correlation coefficient r, provided
r > 0.
(d) Regression coefficients are independent of the changes of origin but not of scale.
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