In a multiple regression analysis involving 10 independent variables and 81 observations, SST = 100 and SSE = 40. The multiple coefficient of determination is
A) .241.
B) .11.
C) .40.
D) .60.

Question

Quizplus · Accepted Answer

The multiple coefficient of determination is calculated as R-squared which is equal to 1 - (SSE/SST).

In this case, SSE = 40 and SST = 100, so the R-squared is equal to 1 - (40/100) = 0.6 or 60%. Therefore, the correct answer is D) .60.

In a Multiple Regression Analysis Involving 10 Independent Variables and 81