If one of the regression coefficients is greater than unity, the other must be:
A)More than Unity
B)Less than Unity
C)Unity
D)all

Question

Quizplus · Accepted Answer

In a simple linear regression model, the product of the two regression coefficients (one for X on Y and the other for Y on X) is always less than or equal to 1. This is because the regression coefficients are inversely related. If one coefficient is greater than 1, the other must be less than 1 to maintain this relationship.

If One of the Regression Coefficients Is Greater Than Unity