0

Key points I have in mind, and then followed by my question: 1. I have a regression linear model with a set of attributes and their coefficients. 2. I also ran a correlation analysis on these attributes to check for any correlations 3. question: Assume I am inspecting the correlation between 2 variables (considered independent variables in this case, when we look at correlation): if corr = -0.22, how would the intercept factor in? or would it at all? Y~a1X+a2V+ b Does this correlation coefficient include any indication about the intercept?

babygrogu
  • 3
  • 2
  • At https://stats.stackexchange.com/a/108862/919 I have explained how the full covariance matrix of all three variables determines the regression coefficients, but not the intercept. – whuber Sep 26 '18 at 16:28

1 Answers1

2

The correlation won't tell you anything about the intercept. The intercept can be interpreted as the average value of Y when X = 0. So, by definition the sign of the correlation between X and Y does not have any influence on the intercept of Y, since X is zeroed out.

Sympa
  • 6,862
  • 3
  • 30
  • 56
  • 1
    You needn't be so tentative: the correlation won't tell you *anything* about the intercept, period. That's because shifting the response by adding any constant to it will not change the correlation matrix but it will add that constant to the intercept. – whuber Sep 26 '18 at 16:33
  • whuber, thanks for your comment. I edited my response accordingly. – Sympa Sep 27 '18 at 01:03