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Exercises · Q11

Q.A researcher reports the regression coefficients of a bivariate data set as byx=1.6b_{yx}=1.6 and bxy=0.9b_{xy}=0.9. Is this result possible? Justify your answer with a calculation.

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Step 1 — Apply the product rule. For genuine regression coefficients, byx⋅bxy=r2b_{yx}\cdot b_{xy}=r^{2}, and since rr can range only from −1-1 to +1+1, r2r^{2} can be at most 11. So a valid pair of coefficients must satisfy byx⋅bxy≤1b_{yx}\cdot b_{xy}\le 1.

Step 2 — Check the reported values.

byx⋅bxy=1.6×0.9=1.44b_{yx}\cdot b_{xy}=1.6\times0.9=1.44

Step 3 — Compare. 1.44>11.44 > 1, so this would require r2=1.44r^{2}=1.44, i.e. r=±1.2r=\pm1.2 — a correlation coefficient outside the possible [−1,1][-1,1] range, which cannot exist. …

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