In a multiple regression model,the value of the coefficient of multiple determination
A) can fall between any pair of real numbers.
B) has to fall between -1 and +1.
C) has to fall between -1 and 0.
D) has to fall between 0 and +1.

Question

Quizplus · Accepted Answer

The coefficient of multiple determination (R-squared) is defined as the proportion of total variation in the dependent variable that is explained by the independent variables in the model. Since the total variation can be no greater than 1 and the unexplained variation (residuals) can be no less than 0, the value of R-squared must fall between 0 and +1. Therefore, the correct choice is D.

In a Multiple Regression Model,the Value of the Coefficient of Multiple