The R 2 of a multiple regression of y on x 1 and x 2 measures the ________.
A) percentage of the variation in y that is explained by the variability of x 1
B) percentage of the variation in y that is explained by the variability of x 2
C) statistical significance of the coefficients in the sample regression equation
D) percentage of the variation in y that is explained by the sample regression equation

Question

The R 2 of a multiple regression of y on x 1 and x 2 measures the ________.
A) percentage of the variation in y that is explained by the variability of x 1 
B) percentage of the variation in y that is explained by the variability of x 2 
C) statistical significance of the coefficients in the sample regression equation
D) percentage of the variation in y that is explained by the sample regression equation

Quizplus · Accepted Answer

The R², or R-squared value, in a multiple regression measures the percentage of the variation in the dependent variable (y) that is explained by the independent variables (x₁ and x₂) included in the regression model, which is best described by choice D.

The R2 of a Multiple Regression of Y on X1

The R² of a Multiple Regression of Y on X₁