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Under what circumstances will the predicted value be the same as the true value? Or put another way when will the regre...

  1. Under what circumstances will the predicted value be the same as the true value? Or put another way when will the regression of Y on X be the same as the regression of X on Y?
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Answer #1

When there is a perfect linear relationship between response variable and predictor variable the predicted value will be same as true value.

That is when slope is +1 or -1 and intercept is zero.

In such cases:

The regression of Y on X be the same as regression of X on Y.

ie Y=X (Y=-X) and/ or X=Y (X=-Y)

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