For a multiple regression model, the following statistics are given: Total SS = 500, SSE = 60, and n = 20. The coefficient of determination, expressed as a percentage, is:
A) 88%
B) 12%
C) 93.81%
D) 77.44%
E) 7.51%

Question

Quizplus · Accepted Answer

The coefficient of determination, $R^2$, is calculated as $1 - \frac{SSE}{TSS}$, where SSE is the sum of squares due to error, and TSS is the total sum of squares. Given $TSS = 500$ and $SSE = 60$, $R^2 = 1 - \frac{60}{500} = 1 - 0.12 = 0.88$, or 88% when expressed as a percentage.

For a Multiple Regression Model, the Following Statistics Are Given