Write any two properties of regression coefficients
Answers
Answer:
Some of the properties of regression coefficient:
It is generally denoted by ‘b’.
It is expressed in the form of an original unit of data.
If two variables are there say x and y, two values of the regression coefficient are obtained. One will be obtained when x is independent and y is dependent and other when we consider y as independent and x as a dependent. The regression coefficient of y on x is represented by byx and x on y as bxy.
Both of the regression coefficients must have the same sign. If byx is positive, bxy will also be positive and it is true for vice versa.
If one regression coefficient is greater than unity, then others will be lesser than unity.
The geometric mean between the two regression coefficients is equal to the correlation coefficient
R=sqrt(byx*bxy)
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Answer:
1. Regression co-efficients are independent of the origin but dependent on the scale.
2. The geometric mean of the two regression co-efficients is numericilly equal to the co-efficient of correlation ie, γ = ± √(bxy x byx).