Properties of Regression Equations

Master CBSE Class 11 Applied Mathematics: Properties of Regression Equations. Learn key formulas, properties, and solved problems for board exams.

The Point of Intersection

The two regression lines, Y on X and X on Y, always intersect at the point of the arithmetic means of the variables. If the regression equation of Y on X is y = a + bx and X on Y is x = c + dy, their intersection point is (x̄, ȳ). This property allows us to find the mean of one variable if the other mean and the regression equations are known.

Intersection = (x̄, ȳ)
Example: Solved Example: Find the means
Show Step-by-Step Solution

Step 1: Given equations 2x - y = 5 and 3x - 2y = 4.
Step 2: Solve the system of equations for x and y.
Step 3: Multiply first by 2: 4x - 2y = 10. Subtract second: (4x - 3x) = 10 - 4.
Answer: x̄ = 6, ȳ = 7.

Regression Coefficients and Correlation

The regression coefficient of Y on X (b_yx) and X on Y (b_xy) are related to the correlation coefficient (r). The product of these two coefficients is equal to the square of the correlation coefficient. This property ensures that the sign of both regression coefficients is the same as the sign of r.

r = ±√(b_yx · b_xy)
Example: Solved Example: Calculate r
Show Step-by-Step Solution

Step 1: Given b_yx = 0.8 and b_xy = 0.2.
Step 2: r² = 0.8 × 0.2 = 0.16.
Step 3: r = ±√0.16.
Answer: r = ±0.4.

Invariance to Change of Scale and Origin

Regression coefficients are independent of the change of origin but not of the change of scale. If we transform variables x to u = (x - a)/h and y to v = (y - b)/k, the regression coefficient b_yx changes by the factor k/h. This property simplifies calculations for large data sets.

b_yx = (k/h) · b_vu
Example: Solved Example: Scale transformation
Show Step-by-Step Solution

Step 1: Given b_yx = 0.5, h = 10, k = 5.
Step 2: b_vu = b_yx · (h/k) = 0.5 · (10/5).
Step 3: b_vu = 0.5 · 2.
Answer: b_vu = 1.0.