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The R2 of a Multiple Regression of Y on X1

Question 14

Multiple Choice

The R2 of a multiple regression of y on x1 and x2 measures the ________.


A) percentage of the variation in y that is explained by the variability of x1
B) percentage of the variation in y that is explained by the variability of x2
C) statistical significance of the coefficients in the sample regression equation
D) percentage of the variation in y that is explained by the sample regression equation

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