In a multiple regression analysis involving 10 independent variables and 81 observations, SST = 120 and SSE = 42. The coefficient of determination is ______.
A) .81
B) .11
C) .35
D) .65

Question

Quizplus · Accepted Answer

The coefficient of determination (R-squared) can be calculated as:
R-squared = 1 - (SSE/SST)
Substituting the values given in the question:
R-squared = 1 - (42/120) = 0.65
Therefore, the coefficient of determination is 0.65. The best choice is D.

In a Multiple Regression Analysis Involving 10 Independent Variables and 81