R squared has extremely nice properties. If you add a bunch of linearly uncorrel... | Hacker News

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		snarkconjecture 8 days ago \| parent \| context \| favorite \| on: Well-known paradox of R-squared is still buggin me R squared has extremely nice properties. If you add a bunch of linearly uncorrelated variables together, then compute R² between each variable and the sum, the R² values will sum to 1.

cubefox 8 days ago [–]

R (ρ) has also a nice property:

> if X,Y,Z are "generic" random variables such that ρ(X,Y)=a and ρ(Y,Z)=b, we should on average expect that ρ(X,Z)=ab.

https://www.lesswrong.com/posts/vfb5Seaaqzk5kzChb/when-is-co...

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