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If X is changed to a+hU and Y to b+kV, t...

If X is changed to `a+hU and Y` to `b+kV`, then which one of the following is the correct relation between the regression coefficients `b_(XY) and b_(UV)`?

A

`hb_(XY)=kb_(UV)`

B

`kb_(XY)=hb_(UV)`

C

`b_(XY)=b_(UV)`

D

`k^(2)b_(XY)=h^(2)b_(UV)`

Text Solution

AI Generated Solution

The correct Answer is:
To solve the problem, we need to establish the relationship between the regression coefficients \( b_{XY} \) and \( b_{UV} \) when the variables \( X \) and \( Y \) are transformed. We are given that \( X \) is changed to \( a + hU \) and \( Y \) is changed to \( b + kV \). ### Step-by-Step Solution: 1. **Understanding the Transformation**: - We have \( X = a + hU \) and \( Y = b + kV \). - Here, \( a \) and \( b \) are constants, while \( h \) and \( k \) are scaling factors for the variables \( U \) and \( V \). 2. **Regression Coefficient Definition**: - The regression coefficient \( b_{XY} \) is defined as the change in \( Y \) for a unit change in \( X \). - Similarly, \( b_{UV} \) is the change in \( V \) for a unit change in \( U \). 3. **Finding the Relationship**: - The regression coefficient \( b_{XY} \) can be expressed in terms of the transformed variables: \[ b_{XY} = \frac{\text{Cov}(Y, X)}{\text{Var}(X)} \] - Substituting the transformations into this formula, we have: \[ b_{XY} = \frac{\text{Cov}(kV + b, hU + a)}{\text{Var}(hU + a)} \] - The covariance can be simplified as: \[ \text{Cov}(kV, hU) = k \cdot h \cdot \text{Cov}(V, U) \] - The variance can be simplified as: \[ \text{Var}(hU) = h^2 \cdot \text{Var}(U) \] - Therefore, we can rewrite \( b_{XY} \): \[ b_{XY} = \frac{k \cdot h \cdot \text{Cov}(V, U)}{h^2 \cdot \text{Var}(U)} = \frac{k}{h} \cdot \frac{\text{Cov}(V, U)}{\text{Var}(U)} \] 4. **Finding \( b_{UV} \)**: - Similarly, we can express \( b_{UV} \): \[ b_{UV} = \frac{\text{Cov}(U, V)}{\text{Var}(U)} \] 5. **Establishing the Final Relation**: - We can relate \( b_{XY} \) and \( b_{UV} \): \[ b_{XY} = \frac{k}{h} \cdot b_{UV} \] ### Conclusion: Thus, the relationship between the regression coefficients is: \[ b_{XY} = \frac{k}{h} \cdot b_{UV} \]

To solve the problem, we need to establish the relationship between the regression coefficients \( b_{XY} \) and \( b_{UV} \) when the variables \( X \) and \( Y \) are transformed. We are given that \( X \) is changed to \( a + hU \) and \( Y \) is changed to \( b + kV \). ### Step-by-Step Solution: 1. **Understanding the Transformation**: - We have \( X = a + hU \) and \( Y = b + kV \). - Here, \( a \) and \( b \) are constants, while \( h \) and \( k \) are scaling factors for the variables \( U \) and \( V \). ...
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