Which of the following is NOT true regarding the coefficient of determination, r²? A)it is the sum of squares error (SSE) divided by the sum of squares total (SST) B)it is a measure of the goodness of fit of the estimated regression equation C)it takes on values between 0 and 1 D)it explains the amount of variation in y associated with variation in x E)none of the above: all are true

Question

Quizplus · Accepted Answer

The coefficient of determination, often denoted as $R^2$, is not calculated as the sum of squares error (SSE) divided by the sum of squares total (SST). Instead, it is calculated as 1 minus the fraction of SSE over SST, reflecting the proportion of the variance in the dependent variable that is predictable from the independent variable(s).

Which of the Following Is NOT True Regarding the Coefficient