In bivariate linear regression is there a direct relationship between sample size $n$, coefficient of determination $r^2$ and $\sigma_\beta$ (the standard error of coefficient $\beta$)?
Assume data have been normalized so both target and predictor variable have $\sigma=1$.
Putting the question another way, does $\sigma_\beta$ tell me something different to $r^2$ or are they measures of the same thing? Or, is it possible to have a strong, certain but unreliable link between two variables (large $\beta$, small $\sigma_\beta$, but small $r^2$)?
(In multiple regression this doesn't apply as even with high $r^2$, $\sigma_\beta$ can indicate uncertainty as to which of the multiple predictors is causing the response).
Just got this out of my software (without standardized data):
regression coeff 0.023 stderr of coeff 0.0046 p=0.000002 n=131 multiple r2=0.17 adjusted r2=0.16 predictor std=22.5 target std=2.24
Standardized coefficient is presumably
$0.023*22.5/2.24 = 0.23$.
If standardized coefficient is the same as correlation, then
$r^2 = 0.23^2 = 0.053$
...not the same as the software gave. What am I doing wrong?