Square of the correlation coefficient


Prove that the regression R2 is identical to the square of the correlation coefficient between two variables Y and X. Regression functions are written in a form that suggests causation running from X to Y. Given your proof, does a high regression R2 present supportive evidence of a causal relationship? Can you think of some regression examples where the direction of causality is not clear? Is without a doubt?

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Basic Statistics: Square of the correlation coefficient
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