Which of the following is NOT true regarding the coefficient of determination, r²? A)it is the sum of squares error (SSE) divided by the sum of squares total (SST) B)it is a measure of the goodness of fit of the estimated regression equation C)it takes on values between 0 and 1 D)it explains the amount of variation in y due to x E)none of the above: all are true

Question

Quizplus · Accepted Answer

The coefficient of determination, often denoted as $R^2$, is not calculated as the sum of squares error (SSE) divided by the sum of squares total (SST). Instead, it is defined as 1 minus the fraction of the variance in the dependent variable that is unpredictable from the independent variable(s), which can be represented as $1 - \frac{SSE}{SST}$.

Which of the Following Is NOT True Regarding the Coefficient