The coefficient of multiple determination R is
A) SSE/SST
B) SST/SSE
C) 1-SSE/SST
D) 1-SST/SSE
E) ( SSE + SST ) / 2

Question

Quizplus · Accepted Answer

The coefficient of multiple determination R is defined as the proportion of variance in the dependent variable (Y) explained by the independent variables (X). Mathematically, it is calculated as 1 - (SSE/SST) where SSE represents the sum of squares of residuals and SST represents the total sum of squares. This value ranges between 0 and 1, and a higher value indicates a better fit of the model. Therefore, option C (1-SSE/SST) is the best choice that matches the definition and calculation of R.

The Coefficient of Multiple Determination R Is