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One might expect there to be a formal relationship between a regression coefficient and a correlation coefficient (at least intuitively). Does this relationship change if the distribution of the data is non-gaussian (e.g., bionomial)?

Atticus29
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2 Answers2

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Let $\rho=Corr(X,Y)$ For a simple linear regression, $Y=\beta_0+\beta_1X +\epsilon$, you have $\beta_1=\rho \frac{\sigma_Y}{\sigma_X}$

Kamster
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@Kamster answer is correct in the univariate case.

If there are more variables then regression coefficient can be thought as a partial correlation coefficient when effects of other variables are controlled.

Analyst
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