AMU 2026 — Mathematics PYQ
AMU | Mathematics | 2026The product of two regression coefficients is known as:
Choose the correct answer:
- A.
Coefficient of correlation
- B.
Coefficient of variation
- C.
Covariance
- D.
Coefficient of determination
(Correct Answer)
Coefficient of determination
Explanation
In simple linear regression, we have two regression coefficients:
byx (the regression coefficient of Y on X)
bxy (the regression coefficient of X on Y)
The property states that the product of these two coefficients is equal to the square of the correlation coefficient (r):
byx⋅bxy=r2
Explanation:
The value r2 is formally known as the coefficient of determination.
It measures the proportion of the variance in the dependent variable that is predictable from the independent variable(s).
While the square root of this product gives the correlation coefficient (r=±byx⋅bxy), the product itself is the coefficient of determination.
