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.
请老师解释下这道题的题目和答案,题目的矩阵应该怎么看?谢谢!