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 \( r^2 \) represents the proportion of the variance in the dependent variable that is predictable from the independent variable. Here, \( r^2 = (-0.8)^2 = 0.64 \), 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 \( r^2 \) 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, \( r^2 = 0.64 \), which means 64% of the variability in \( y \) is explained by the regression of \( y \) on \( x \), not 80%.