R-squared when you duplicate every point

EasyStatistics~3m

You run OLS on a dataset and get R2=0.56R^2 = 0.56. You then duplicate every data point (so each (xi,yi)(x_i, y_i) now appears twice) and rerun the regression. What is the new R2R^2?

Show hints (2)+
  1. How do the sums (xxˉ)2\sum(x-\bar x)^2, SSR\text{SSR}, SST\text{SST} change when every point is duplicated?
  2. They all double, so their ratio R2R^2 is unchanged.

Answer

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0.56

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Asked at: DRW, Two Sigma

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