R squared after scaling every coordinate by two
Question
A simple linear regression on some data gives . You multiply both coordinates of every data point by (so becomes ) and refit. What is the new ? Enter if it cannot be determined.
Short answer
. Scaling by multiplies both the residual and total sums of squares by , and scaling just rescales the slope, so the ratio defining is unchanged.
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Open the worked solutionLessons behind this question
- Simple Linear Regression: OLS Estimators and Geometry
- Multiple Linear Regression
- Populations, Samples, and Sampling Distributions
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