In article <AC09DC4F4DFCD211A83C00805FE6138D3692AC@NHQJPK1EX2>,
Magill, Brett <[EMAIL PROTECTED]> wrote:
>Mike,
>In the bivariate case, regression and correlation are identical.
This is false. Correlation is the measure of the
proportion of the variance of one variable explained by a
linear function of the other in a joint distribution, while
linear regression is the linear relation itself. One can
have non-linear versions as well.
If in fact E(Y|X) = aX + b, this will also be the case no
matter how selection is made on X, whereas the correlation
can vary greatly.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
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