The Relative Position of the Two Regression Curves
两条回归曲线的相对位置AI 解读 ↓
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Summary In a non-singular bivariate Gaussian distribution the regression curve of y on x has smaller slope (measured by dy/dx) than the regression curve of x on y. Calling this the standard position and defining in a fairly obvious way a “clear-cut reversal” of it, we show that, for a distribution whose mean exists, such a reversal is impossible overall if the curves cross only once, and impossible at the extremities if the curves interlace in a more complicated way. Examples are given of distributions in which a ‘reversed’ configuration is found in a central portion of the range, and of pathological distributions (having no mean) with a reversed configuration everywhere. Some extensions to the trivariate case are indicated.