Question
Let two lines of regression be x+y+11=0 and 2x+3y+4=0 for some data. What is the value of correlation coefficient between x and y ?
Let two lines of regression be x+y+11=0 and 2x+3y+4=0 for some data. What is the value of correlation coefficient between x and y ?
A. - 2 3
Let the regression line of y on x be 2x+3y+4=0. 3y = -2x - 4 y = - 2 3 x - 4 3 The regression coefficient of y on x is b_ yx = - 2 3 . Let the regression line of x on y be x+y+11=0. x = -y - 11 The regression coefficient of x on y is b_ xy = -1. The square of the correlation coefficient is given by r^2 = b_ yx b_ xy . r^2 = (- 2 3 ) (-1) = 2 3 Since r^2 1, our assumption for the regression lines is correct. Furthermore, since both regression coefficients b_ yx and b_ xy are negative, the correlation coefficient r must also be negative. r = - 2 3 Answer: - 2 3
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