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Which of the Following Statements Are True?
A) the Proportion R2=1SSESSTR ^ { 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 R2=1SSESSTR ^ { 2 } = 1 - \frac { \operatorname { SSE } } { \operatorname { SST } }
; the coefficient of multiple determination.
B) The coefficient of multiple determination R2R ^ { 2 }
Is often adjusted for the number of parameters (k+1) in the model by the formula R±2=[(n1) R2k]/[n(k+1) ]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 H0:β1=β2==βk=0H _ { 0 } : \beta _ { 1 } = \beta _ { 2 } = \ldots \ldots = \beta _ { k } = 0

Versus H±: at least one βi0H _ { ± } : \text { at least one } \beta _ { i} \neq 0
(i = 1, 2, ……, k)
E) All of the above statements are true.

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