Example 17.4 In a problem involving three variables X₁, X₂ and X3, we find thatr12 = 0.8, r13 = 0.6, 23 = 0.5Find the values of coefficients of partial correlation r23.1 and r13.2.

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Answered: Example 17.4 In a problem involving…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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1. Move the slider so that the correlation coefficient is r = -0.9. At an x-axis value of 40, which of the following is the approximate range (lowest to highest) of the y-values?2. Now move the slider so that the correlation coefficient is r = 0.15. At an x-axis value of 40, which of the following is the approximate range (lowest to highest) of the y-values?
INV 2-3c Suppose that the index model for two Canadian stocks HD and ML is estimated with the following results: RHD =0.02+0.80RM+eHD R-squared =0.6 RML =-0.03+1.50RM+eML R-squared =0.4 σM =0.20 where M is S&P/TSX Comp Index and RX is the excess return of stock X. c. What is the covariance and the correlation coefficient between HD and ML?
Suppose that the index model for two Canadian stocks HD and ML is estimated with the following results: RHD =-0.03+2.10RM+eHD R-squared =0.7 RML =0.06+1.60RM+eML R-squared =0.6 σM =0.15 where M is S&P/TSX Comp Index and RX is the excess return of stock X. What is the covariance and the correlation coefficient between HD and ML?
8/20 Compute the correlation coefficient and determine whether there is a linear relation between X and Y.

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Example 17.4 In a problem involving three variables X₁, X₂ and X3, we find that r12 = 0.8, 13 = 0.6, 723 = 0.5 Find the values of coefficients of partial correlation 23.1 and 13.2.