Statistics question: error of slope in linear regression from r

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SUMMARY

The discussion centers on the formula for calculating the error in the slope of a linear regression equation, specifically δm/m=2(1-r), where r represents the correlation coefficient. The equation y=mx+b denotes the linear relationship between variables, and the r² value, or coefficient of determination, quantifies how well the regression line fits the data. In the example provided, a regression output of y=0.0283x+0.0012 with an r² of 0.998 indicates a strong fit between the variables.

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  • Familiarity with the concept of the correlation coefficient (r)
  • Knowledge of the coefficient of determination (r²)
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snellslaw
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A text says that if you calculate the linear regression of data points and you get the equation y=mx+b with an r2 value, the error in the slope is given by:
δm/m=2(1-r)

No explanation was given. Could someone please explain this formula? Thanks!
 
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What does "the equation y=mx+b with an r2 value" mean? In particular, what does "with an r2" mean?
 
Hi HallsofIvy!

like say you insert some data points and then use your calculator to calculate the linear regression. the calculator spits out
y=0.0283x+0.0012, r2=0.998

so the r2 is the coefficient of determination
 

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