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Worked Examples · Example 5

Q.A student calculates the regression coefficients from a set of data as byx=2.4b_{yx} = 2.4 and bxy=0.9b_{xy} = 0.9. Comment on the correctness of these values.

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Step 1 — Apply the validity rule. For any genuine pair of regression coefficients, byx⋅bxy=r2b_{yx}\cdot b_{xy} = r^{2}, and since −1≤r≤1-1 \le r \le 1, it must be true that byx⋅bxy≤1b_{yx}\cdot b_{xy} \le 1.

Step 2 — Check the given values.

byx⋅bxy=2.4×0.9=2.16b_{yx}\cdot b_{xy} = 2.4 \times 0.9 = 2.16

This is greater than 11.

Step 3 — Conclusion. Because r2r^2 cannot exceed 11, no real correlation coefficient corresponds to r2=2.16r^2 = 2.16. The given pair of regression coefficients is therefore not possible — the student has made a computational error somewhere (commonly, using the wrong denominator while computing one of the two coefficients). …

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