NO.PZ2020010801000024
问题如下:
Suppose Yi and Xi followed a bivariate normal so that:
What is the in a model that regresses Y on X? What would the be in a model that regressed X on Y?
选项:
解释:
Because this is a regression with a single explanatory variable, the is the squared correlation. The correlation is and so the . The is the same in both regressions because it only depends on the correlation between the variables.
本题给的公式没有看懂,为什么3代表n呢?为什么要除以根号3呢。