Which of the Following Statements Are True?
A) the Proportion $R ^ { 2 } = 1 - \frac { \operatorname { SSE } } { \operatorname { SST } }$

question 24

Multiple Choice

Which of the following statements are true?

• A) The proportion of total variation explained by the multiple regression model is \(R ^ { 2 } = 1 - \frac { \operatorname { SSE } } { \operatorname { SST } }\)
• ; the coefficient of multiple determination.
• B) The coefficient of multiple determination \(R ^ { 2 }\)
• Is often adjusted for the number of parameters (k+1) in the model by the formula \(R _ { \pm } ^ { 2 } = \left[ ( n - 1 ) R ^ { 2 } - k \right] / [ n - ( k + 1 ) ]\)
• C) With multivariate data, there is no preliminary picture analogous to a scatter plot to indicate whether a particular multiple regression model will be judged useful.
• D) The model utility test in multiple regression involves testing \(H _ { 0 } : \beta _ { 1 } = \beta _ { 2 } = \ldots \ldots = \beta _ { k } = 0\)
• Versus \(H _ { ± } : \text { at least one } \beta _ { i} \neq 0\)
• (i = 1, 2, ……, k)
• E) All of the above statements are true.

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