Properties of regression coefficient and regression lines :
(i) The regression coefficients remain unchanged due to a shift of origin but change due to a shift of scale.
This property states that if the original pair of variables is (x, y) and if they are changed to the pair (u, v) where
(ii) The two lines of regression intersect at the point
(mea of "x", mean of "y"),
where x and y are the variables under consideration.
(iii) The coefficient of correlation between two variables x and y in the simple geometric mean of the two regression coefficients. The sign of the correlation coefficient would be the common sign of the two regression coefficients.
This property says that if the two regression coefficients are denoted by bᵧₓ and bₓᵧ then the coefficient of correlation is given by
If both the regression coefficients are negative, r would be negative and if both are positive, r would assume a positive value.
(iv) The two lines of regression coincide i.e. become identical when r = –1 or 1 or in other words, there is a perfect negative or positive correlation between the two variables under discussion.
(v) The two lines of regression are perpendicular to each other when r = 0.
For the variables x and y, the regression equations are given as 7x – 3y – 18 = 0 and 4x – y – 11 = 0
(i) Find the arithmetic means of x and y.
(ii) Identify the regression equation of y on x.
(iii) Compute the correlation coefficient between x and y.
(iv) Given the variance of x is 9, find the SD of y.
Solution (i) :
By property, always the two lines of regression intersect at the point
(mean of "x", mean of "y")
Solving the given two regression equations, we get the point of intersection (3, 1).
Arithmetic mean of "x" = 3
Arithmetic mean of "y" = 1
Solution (ii) :
Let us assume that 7x – 3y – 18 = 0 represents the regression line of y on x and 4x – y – 11 = 0 represents the regression line of x on y.
7x - 3y - 18 = 0 ------> y = (-6) + (7/3)x
Therefore, bᵧₓ = 7/3
4x - y - 11 = 0 ------> x = 11/4 + (1/4)y
Therefore, bₓᵧ = 1/4
We can get the value of "r", using the formula given below
Both bᵧₓ and bₓᵧ are positive, so we "r" is also positive.
Using the above formula, the value of "r" is 0.7638
Since r = 0.7638 which lies in the interval -1 ≤ r ≤ 1, our assumptions are correct. Thus, 7x – 3y – 18 = 0 truly represents the regression line of y on x.
Solution (iii) :
From solution (ii), we get r = 0.7638.
Hence, correlation coefficient between "x" and "y" is 0.7638
Solution (iv) :
Given bᵧₓ = r x Sᵧ / Sₓ
Variance of "x" = 9 ------> Sₓ = 3
(7/3) = 0.7638 x Sᵧ / 3
Sᵧ = 7 / 0.7638
Sᵧ = 9.1647
Hence, the standard correlation of "y" is 9.1647.
After having gone through the stuff given above, we hope that the students would have understood "Properties of regression coefficient".
Apart from the stuff given above, if you want to know more about "Properties of regression coefficient", please click here.
Apart from the stuff given on this web page, if you need any other stuff in math, please use our google custom search here.
APTITUDE TESTS ONLINE
ACT MATH ONLINE TEST
TRANSFORMATIONS OF FUNCTIONS
ORDER OF OPERATIONS
MATH FOR KIDS
HCF and LCM word problems
Word problems on quadratic equations
Word problems on comparing rates
Ratio and proportion word problems
Converting repeating decimals in to fractions