Regression Analysis: Properties of Data Points on a Straight Line

All Data Points on a Straight Line in Regression

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Question

If all the 10,000 data points in a regression lie exactly on a straight line, which of the following is/are true?

I. The intercept term is zero.

II. The percentage of unexplained variance equals zero

III. The slope coefficient is positive.

IV. The correlation coefficient between the dependent and independent variables is 1.

Answers

Explanations

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A. B. C. D. E. F.

Explanation

Since there is no error in the regression, the percentage of unexplained variance will be zero. The intercept and slope terms can be any real numbers and the correlation coefficient will be either + 1 or - 1.