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标题: Reading 11- LOS A (Part 2): Q5 [打印本页]

作者: cfaedu    时间: 2008-4-1 12:28     标题: [2008] Session 3 - Reading 11- LOS A (Part 2): Q5

5.Unlike the coefficient of determination, the coefficient of correlation:

A)   measures the strength of association between the two variables more exactly.

B)   can have an absolute value greater than 1.

C)   indicates whether the slope of the regression line is positive or negative.

D)   indicates the percentage of variation explained by a regression model.


作者: cfaedu    时间: 2008-4-1 12:28

The correct answer was C)

In a simple linear regression the coefficient of determination (R2) is the squared correlation coefficient, so it is positive even when the correlation is negative.






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