Reverse regression slope from the forward slope
Question
Two variables have and . An ordinary least squares fit of on (with intercept), , returns slope . If you instead regress on , , what slope do you get?
Short answer
. OLS slopes are and . The forward fit gives , so . Note , so the reverse slope is not unless .
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Open the worked solutionLessons behind this question
- The Supervised Learning Problem and the ML Pipeline
- Simple Linear Regression: OLS Estimators and Geometry
- Multiple Linear Regression
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