Chapter 12 • Unit V

Exercise 12.3: Regression Coefficients

Comprehensive guide and practice questions for CBSE Class 11 Applied Mathematics curriculum (2026-27).

Comprehensive Concepts & Principles: Properties of Regression Coefficients

The slopes of the two lines of regression, denoted by $b_{yx}$ (regression coefficient of $Y$ on $X$) and $b_{xy}$ (regression coefficient of $X$ on $Y$), are the fundamental governing parameters of linear regression analysis. They quantify the average marginal rate of change in the dependent variable per unit increase in the independent predictor, and they obey several profound algebraic and geometric theorems.

The 5 Golden Properties of Regression Coefficients:
  • 1. Geometric Mean Property (Link to Correlation): The correlation coefficient $r$ is the geometric mean between the two regression coefficients:
    $$r = \pm \sqrt{b_{yx} \cdot b_{xy}}$$ The sign of $r$ is identical to the sign of $b_{yx}$ and $b_{xy}$.
  • 2. Same Sign Rule: Both regression coefficients $b_{yx}$ and $b_{xy}$, and the correlation coefficient $r$, MUST have the exact same algebraic sign (all positive or all negative). It is mathematically impossible for $b_{yx}$ and $b_{xy}$ to possess opposite signs because:
    $$b_{yx} = r\frac{\sigma_y}{\sigma_x} \quad \text{and} \quad b_{xy} = r\frac{\sigma_x}{\sigma_y}, \quad \sigma_x > 0, \sigma_y > 0$$
  • 3. Magnitude Bound Rule: If one regression coefficient is greater than 1 in absolute value, the other must be less than 1 in absolute value:
    $$|b_{yx}| > 1 \implies |b_{xy}| < 1 \quad (\text{since } b_{yx} \cdot b_{xy} = r^2 \le 1)$$ They cannot simultaneously exceed unity.
  • 4. Arithmetic Mean Property: The arithmetic mean of the two regression coefficients is always greater than or equal to the correlation coefficient $r$:
    $$\frac{b_{yx} + b_{xy}}{2} \ge r \quad (\text{for positive } r)$$
  • 5. Origin & Scale Transformation:
    • Regression coefficients are independent of change of origin (adding/subtracting constants leaves slopes unchanged).
    • If $u = \frac{X - a}{h}$ and $v = \frac{Y - b}{k}$, then:
    $$b_{yx} = \frac{k}{h} b_{vu} \quad \text{and} \quad b_{xy} = \frac{h}{k} b_{uv}$$

Protocol: Identifying Regression Lines from Unlabeled Equations

When given two linear equations without labels and asked to identify which is $Y$ on $X$ and which is $X$ on $Y$, follow this foolproof 3-step test:

1. Hypothesis: Arbitrarily assume Equation 1 is $Y$ on $X$ ($Y = a + b_{yx}X$) and Equation 2 is $X$ on $Y$ ($X = c + b_{xy}Y$).
2. Extract Slopes: Read off $b_{yx}$ and $b_{xy}$.
3. Validity Test: Compute $b_{yx} \cdot b_{xy}$.
  • If $b_{yx} \cdot b_{xy} \le 1$: The assumption is CORRECT! Compute $r = \pm \sqrt{b_{yx} b_{xy}}$.
  • If $b_{yx} \cdot b_{xy} > 1$: The assumption is FALSE. Reverse the roles: Equation 1 is $X$ on $Y$, and Equation 2 is $Y$ on $X$.

Worked Benchmark Examples

Example 1 (Identification & Complete Analysis):

Given the two regression equations:
$$8X - 10Y + 66 = 0 \quad \text{and} \quad 40X - 18Y = 214$$ (a) Identify which equation represents the regression line of $Y$ on $X$ and which represents $X$ on $Y$.
(b) Calculate the correlation coefficient $r$.
(c) Find the ratio of the standard deviations $\frac{\sigma_y}{\sigma_x}$.

Show Step-by-Step Solution

• Step 1: Test Assumption:
Let (1) $8X - 10Y + 66 = 0$ be $Y$ on $X$: $$10Y = 8X + 66 \implies Y = \frac{8}{10}X + 6.6 \implies b_{yx} = 0.8$$ Let (2) $40X - 18Y = 214$ be $X$ on $Y$: $$40X = 18Y + 214 \implies X = \frac{18}{40}Y + 5.35 \implies b_{xy} = \frac{18}{40} = 0.45$$
• Step 2: Check Bound: $$b_{yx} \cdot b_{xy} = 0.8 \times 0.45 = 0.36 \le 1$$ Since $0.36 \le 1$, our assumption is CORRECT!
• $8X - 10Y + 66 = 0$ is the regression line of $Y$ on $X$.
• $40X - 18Y = 214$ is the regression line of $X$ on $Y$.

• (b) Correlation Coefficient $r$: Since both $b_{yx}$ and $b_{xy}$ are positive, $r$ is positive: $$r = +\sqrt{b_{yx} \cdot b_{xy}} = +\sqrt{0.36} = \mathbf{+0.60}$$
• (c) Ratio of Standard Deviations: $$\frac{b_{yx}}{b_{xy}} = \frac{r(\sigma_y / \sigma_x)}{r(\sigma_x / \sigma_y)} = \frac{\sigma_y^2}{\sigma_x^2} = \frac{0.8}{0.45} = \frac{80}{45} = \frac{16}{9}$$ $$\frac{\sigma_y}{\sigma_x} = \sqrt{\frac{16}{9}} = \mathbf{\frac{4}{3}} \approx \mathbf{1.33}$$

Example 2 (Scale Transformation):

If the regression coefficient of $Y$ on $X$ is $b_{yx} = 1.6$, find the new regression coefficient $b_{vu}$ when variables are transformed by $u = 2X - 5$ and $v = 4Y + 10$.

Show Step-by-Step Solution

• Transformations: $u = 2(X - 2.5) \implies h = \frac{1}{2}$; $v = 4(Y + 2.5) \implies k = \frac{1}{4}$.
• Alternatively: $du = 2 dX$ and $dv = 4 dY$.
• $b_{vu} = \frac{dv}{du} = \frac{4 dY}{2 dX} = 2 \times \frac{dY}{dX} = 2 \times b_{yx} = 2 \times 1.6 = \mathbf{3.2}$.
Answer: The transformed regression coefficient is 3.2.

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