Asked by shilpa jaluria on May 31, 2024
Verified
In a multiple regression analysis involving 5 independent variables and 30 observations, SSR = 380 and SSE = 45.The multiple coefficient of determination is
A) .80.
B) .89.
C) .25.
D) .11.
Multiple Coefficient
Often referred to as the coefficient of multiple determination in statistics, it measures the proportion of variance in a dependent variable that is predictable from independent variables.
SSR
Sum of Squared Regression, a measure used in statistical analysis to determine the variance explained by the regression line.
SSE
Stands for Sum of Squares Error, a measure used in statistics to quantify the variation or deviation of a set of values from their mean.
- Understand the role of the multiple coefficient of determination in evaluating the performance of a model.
Verified Answer
SST = SSR + SSE
SST = 380 + 45 = 425
R-squared = SSR/SST
R-squared = 380/425
R-squared = 0.894
Therefore, the multiple coefficient of determination is 0.894 or 0.89 (option B). This indicates that about 89% of the variability in the dependent variable can be explained by the independent variables in the model.
Learning Objectives
- Understand the role of the multiple coefficient of determination in evaluating the performance of a model.
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