In a multiple regression analysis involving 40 observations and 5 independent variables, total variation in y = SSY = 350 and SSE = 50. The multiple coefficient of determination is:
A) 0.8408.
B) 0.8571.
C) 0.8469.
D) 0.8529.

Question

Quizplus · Accepted Answer

The multiple coefficient of determination is the ratio of the explained variance to the total variance:

R^2 = (SSY - SSE) / SSY

Plugging in the values, we get:

R^2 = (350 - 50) / 350 = 0.8571

Therefore, the best choice is B, with an R^2 of 0.8571.

In a Multiple Regression Analysis Involving 40 Observations and 5