An analyst calculates the following metrics about a sample of paired observations of a dependent variable Y and an independent variable X:
Variance of X 9
Variance ofY 15
Covariance of Y and X 12
Q :Based on the sample, the slope coefficient of the simple linear regression of Y to X is closest to:
- 0.80.
- 1.03.
- 1.33.
解答如下 :
C is correct because "[t]he slope [of a linear regression] is the ratio of the covariance between Y and X to the variance of X," thus slope = 12/9 ≈ 1.33.