土豆妮

Which of the following statements about linear regression is least accurate?

A) The independent variable is uncorrelated with the residuals (or disturbance term).

B) R2 = RSS / SST.

C) The correlation coefficient, ρ, of two assets x and y = (covariancex,y) × standard deviationx × standard deviationy.

土豆妮

Which of the following statements about linear regression is least accurate?

A) The independent variable is uncorrelated with the residuals (or disturbance term).

B) R2 = RSS / SST.

C) The correlation coefficient, ρ, of two assets x and y = (covariancex,y) × standard deviationx × standard deviationy.

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The correlation coefficient, ρ, of two assets x and y = (covariance_x,y) divided by (standard deviation_x × standard deviation_y). The other statements are true. For the examination, memorize the assumptions underlying linear regression!

土豆妮

Suppose the covariance between Y and X is 12, the variance of Y is 25, and the variance of X is 36. What is the correlation coefficient (r), between Y and X?

A) 0.400.

B) 0.160.

C) 0.013.

土豆妮

Suppose the covariance between Y and X is 12, the variance of Y is 25, and the variance of X is 36. What is the correlation coefficient (r), between Y and X?

A) 0.400.

B) 0.160.

C) 0.013.

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The correlation coefficient is:

maxsimax

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luqian55

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whoami158

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tobuketsu

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annyyu

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rosemarie

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