The common variance shared by the predictor and criterion variables is referred to as the
A) coefficient of determination.
B) standard error of regression.
C) coefficient of regression.
D) standard error of determination.

Question

Quizplus · Accepted Answer

The coefficient of determination, also known as R-squared, measures the proportion of variance in the criterion variable that can be explained by the predictor variable(s). Therefore, it represents the common variance shared by the predictor and criterion variables. The standard error of regression and standard error of determination both refer to the degree of variability in the residuals, or the difference between predicted and actual values, and are not directly related to the common variance shared by the predictor and criterion variables. The coefficient of regression is not a commonly used term in regression analysis.

The Common Variance Shared by the Predictor and Criterion Variables