How would you find the correlation coefficient from given Sum of Squares values (Regression and Error) and regression values - slope of the estimate and standard error?
Any help would be appreciated.
For simple linear regression, the regression coefficient and correlation coefficient have following relation (when sum of square (SS) due to regression and error are know).
correlation coefficient = sign(slope) * sqrt[SS(regression)/SS(Total)]
SS(Total) = SS(regression)+SS(Error).
sign(slope) = 1 if slope >0. = -1 if slope < 0, and =0 if slope = 0.