For a multiple regression model, SST = 200 and SSE = 50.The multiple coefficient of determination is
A) .25.
B) .33.
C) .80.
D) .75.

Question

Quizplus · Accepted Answer

The multiple coefficient of determination, denoted by R-squared (R²), is the proportion of the total variation in the dependent variable that is explained by the independent variables in the model. It is calculated as:

R² = (SST - SSE) / SST

Substituting the given values, we get:

R² = (200 - 50) / 200 = 0.75

Therefore, the correct choice is D, and the multiple coefficient of determination is 0.75. This means that 75% of the variation in the dependent variable is explained by the independent variables in the model.

For a Multiple Regression Model, SST = 200 and SSE