In multiple regression, the adjusted R-square can be interpreted as
A)the percentage of variance accounted for in the dependent variable by the set of independent variables
B)the percentage of variance accounted for in the dependent variable by a single independent variable
C)the strength of the relationship between the dependent variable and the set of independent variables
D)the percentage of variance accounted for in the dependent variable by the set of independent variables minus an estimate penalty

Question

Quizplus · Accepted Answer

The adjusted R-square accounts for the number of predictors in the model, providing a more accurate measure by including a penalty for adding variables that do not improve the model.

In Multiple Regression, the Adjusted R-Square Can Be Interpreted as