Question

In multiple regression analysis, how is the degree of association between a set of independent variables and a dependent variable measured? A) Confidence intervals. B) Autocorrelation. C) Coefficient of multiple determination. D) Standard error of estimate.

Answer 1

C) Coefficient of multiple determination.

Explanation:

The coefficient of determination (R²) R-squared is a statistical measure used in judging the closeness of fit in a linear regression model.

it is the measures the proportion of variation in the dependent variable that can be predicted from the set of independent variables in a multiple regression equation.

It gives valid results only when the regression equation fits the data well,when R² is close to 1 and vice versa.