In a multiple regression model, the coefficient of determination will be equal to the square of the largest correlation value between the dependent variable and the independent variables.

Question

Quizplus · Accepted Answer

The coefficient of determination (R²) in a multiple regression model is not simply the square of the largest correlation value between the dependent variable and any of the independent variables. It represents the proportion of variance in the dependent variable that is predictable from the independent variables collectively, not individually.

In a Multiple Regression Model, the Coefficient of Determination Will