A. Show that the regression R2 in the regression of Y on X i

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A. Show that the regression R2 in the regression of Y on X is the squared value of the sample correlation between X and

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A. Show that the regression R2 in the regression of Y on X is the squared value of the sample correlation between X and Y. That is, show that R2 = r 2 XY. b. Show that the R2 from the regression of Y on X is the same as the R2 from the regression of X on Y. c. Show that bn 1 = rXY(sY>sX), where rXY is the sample correlation between X and Y, and sX and sY are the sample standard deviations of X and Y.

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