In a multiple regression model, the following statistics are given: SSE = 100, R2 = 0.995, k = 5, n = 15. The coefficient of determination adjusted for degrees of freedom is:
A)0.955.
B)0.992.
C)0.930.
D)None of these choices are correct.

Question

Quizplus · Accepted Answer

The formula for adjusted R-squared when there are k independent variables and n observations is:

Adjusted R-squared = 1 - [(1-R-squared)*(n-1)/(n-k-1)]

Plugging in the given values, we get:

Adjusted R-squared = 1 - [(1-0.995)*(15-1)/(15-5-1)] = 0.992

Therefore, the answer is B.

In a Multiple Regression Model, the Following Statistics Are Given