Simple linear regression: Difference between revisions

Revision as of 02:09, 2 December 2023

Revision as of 02:10, 2 December 2023

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== Interpretation ==

===Relationship to sample covariance matrix===

===Relationship towith the sample covariance matrix===

The solution can be reformulated using elements of the [[covariance matrix]]:

<math display="block">

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The [[coefficient of determination]] ("R squared") is equal to <math>r_{xy}^2</math> when the model is linear with a single independent variable. See [[Correlation#Pearson's product-moment coefficient|sample correlation coefficient]] for additional details.

== Interpretation ==

=== Interpretation about the slope ===