10.2. Coefficient of Multiple Determination and The Overall F Test

Coefficients of Multiple Determination

In Section 9.3, you computed the coefficient of determination (r2) that measures the variation in Y that is explained by the independent variable X in the simple linear regression model. In multiple regression, the coefficient of multiple determination represents the proportion of the variation in Y that is explained by the set of independent variables selected. In the moving company example, from Figures 10.2 or 10.3 on page 244, SSR = 7,248.7, SST = 7,771.4. Thus:

The coefficient of multiple determination, (r2 = 0.933), indicates that ...

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