A two-variable regression with no intercept is given as:

$\displaystyle Y_i=B_2X_i+u_i$

Show that the R-squared ($\displaystyle R^2$) for this model is equal to zero.

I think I should show that the covariance of X and Y are zero?

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- Oct 31st 2012, 04:29 PMwopashuishow that R square is zero
A two-variable regression with no intercept is given as:

$\displaystyle Y_i=B_2X_i+u_i$

Show that the R-squared ($\displaystyle R^2$) for this model is equal to zero.

I think I should show that the covariance of X and Y are zero? - Oct 31st 2012, 05:16 PMchiroRe: show that R square is zero
Hey wopashui.

There are quite a few formulas for R^2 and covariance would indeed be one way to show this. - Oct 31st 2012, 06:47 PMwopashuiRe: show that R square is zero
- Oct 31st 2012, 06:51 PMchiroRe: show that R square is zero
What information do you have about the model and its constraints?

- Nov 1st 2012, 08:29 PMshuipawoRe: show that R square is zero
Econ 4706?

- Nov 1st 2012, 09:49 PMchiroRe: show that R square is zero
No I mean the actual course material you are covering (specific topics, concepts, stuff like that).

I have no idea what that course is.