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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.

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