Prove that $R^{2}$ is the square of the correlation between $mathbf{y}$ and $hat{mathbf{y}}$.

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Prove that $R^{2}$ is the square of the correlation between $\mathbf{y}$ and $\hat{\mathbf{y}}$.

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Introduction To Linear Regression Analysis

ISBN: 9781119578727

6th Edition

Authors: Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining

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Question Posted: Apr 20, 2024 02:00 PM

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Prove that $R^{2}$ is the square of the correlation between $mathbf{y}$ and $hat{mathbf{y}}$.

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Okay here is the proof Let mathbfy be a vector of observed values and hatmathbfy be a v...View the full answer

Introduction To Linear Regression Analysis

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