Revisions to Why does the product of the bivariate regression coefficients of the $y$-on-$x$ line and $x$-on-$y$ line equal the square of the correlation?

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edited Oct 5, 2015 at 18:02

Have a look at Thirteen Ways to Look at the Correlation CoefficientThirteen Ways to Look at the Correlation Coefficient - and especially ways 3, 4, 5 will be of most interest for you.

Rodgers, J.L., & Nicewander, W.A. (1988). Thirteen ways to look at the correlation coefficient. The American Statistician, 42, 1, pp. 59-66.

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created Sep 22, 2011 at 0:30

Have a look at Thirteen Ways to Look at the Correlation Coefficient - and especially ways 3, 4, 5 will be of most interest for you.

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