The Multiple Coefficient of Determination for a Multiple Regression Model

question 122

Multiple Choice

The multiple coefficient of determination for a multiple regression model with two explanatory variables X₁ and X₂:

• A)measures the variation around the predicted regression equation.
• B)measures the proportion of variation in Y that is explained by X₁ and X₂.
• C)measures the proportion of variation in Y that is explained by X₁ holding X₂ constant.
• D)has the same sign as b₁.