In a multiple regression model,the value of the coefficient of multiple determination
A)can fall between any pair of real numbers.
B)has to fall between -1 and +1.
C)has to fall between -1 and 0.
D)has to fall between 0 and +1.

Question

Quizplus · Accepted Answer

The coefficient of multiple determination, also known as R-squared, measures the proportion of variation in the dependent variable that can be explained by the independent variables in the model. Since the variation in the dependent variable can range from 0 to its total variance, the coefficient of determination can also range from 0 to 1. Therefore, it has to fall between 0 and +1.

In a Multiple Regression Model,the Value of the Coefficient of Multiple