In a multiple regression analysis involving 10 independent variables and 81 observations, SST = 120 and SSE = 42. The coefficient of determination is
A)0.81
B)0.11
C)0.35
D)0.65

Question

Quizplus · Accepted Answer

The coefficient of determination (R-squared) is given by:
R-squared = 1 - (SSE/SST)

Substituting the given values, we get:
R-squared = 1 - (42/120)
R-squared = 0.65

Therefore, the answer is D) 0.65.

In a Multiple Regression Analysis Involving 10 Independent Variables and 81