We are given a correlation coefficient r=−0.8 and need to identify which of the provided statements is incorrect. The correlation coefficient r measures the strength and direction of a linear relationship between two variables.
Let's analyze each statement one by one:
"A change of one standard deviation in x corresponds to a decrease of 0.8 standard deviations in y."
This statement is correct because the correlation coefficient r=−0.8 indicates that for every one standard deviation increase in x, y decreases by 0.8 standard deviations.
"Sixty-four percent of the variability in y is explained by the regression of y on x."
The coefficient of determination r2 represents the proportion of the variance in the dependent variable that is predictable from the independent variable. Here, r2=(−0.8)2=0.64, or 64%. This statement is correct.
"Sixty-four percent of the variability in x is explained by the regression of x on y."
The coefficient of determination r2 is symmetric, meaning it applies to both y on x and x on y. Thus, this statement is also correct.
"Eighty percent of the variability in y is explained by the regression of y on x."
This statement is incorrect because, as calculated earlier, r2=0.64, which means 64% of the variability in y is explained by the regression of y on x, not 80%.