Suppose the correlation between X1 and Y is -0.8, the correlation between X2 and X1 is 0.4, and the correlation between
Posted: Wed May 11, 2022 8:20 am
Suppose the correlation between X1 and Y is -0.8, the
correlation between X2 and X1 is 0.4, and the correlation between
X2 and Y is 0.55. Which regression (using the least squares
criterion) will have the smallest R2?
I) regress Y on X1; II) regress Y on X2; III) regress Y on
X1 and X2.
a.) II)
b.) It might be II) or III). Further information is
needed
c.) I)
d.) III)
correlation between X2 and X1 is 0.4, and the correlation between
X2 and Y is 0.55. Which regression (using the least squares
criterion) will have the smallest R2?
I) regress Y on X1; II) regress Y on X2; III) regress Y on
X1 and X2.
a.) II)
b.) It might be II) or III). Further information is
needed
c.) I)
d.) III)