The adjusted multiple coefficient of determination is adjusted for which of the following quantities?
A) the number of regression parameters including
B) the number of dependent variables and the sample size
C) the number of predictor variables and the sample size
D) the correlation coefficient

Question

Quizplus · Accepted Answer

The adjusted multiple coefficient of determination is adjusted for the number of predictor variables and the sample size. It takes into account the possibility that adding more predictor variables may improve the overall fit of the model, but may not necessarily improve the predictability of the dependent variable. It penalizes complex models to avoid overfitting, which can lead to poor generalization of the model to new data.

The Adjusted Multiple Coefficient of Determination Is Adjusted for Which