6.8 Features of r

  • Independent of origin and scale
  • \(-1 \le r \le 1\)
  • \(r = \sqrt{b_{yx} \cdot b_{xy}}\) (Concerning GM of regression coeff)
  • \(\frac{b_{yx}+b_{xy}}{2} \ge r\) (About AM)
  • \(r = 0 \rightarrow\) no linear relationship