Reading 11- LOS F (Part 2): Q2 class, 2008, simple, border, style

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2.at does the R² of a simple regression of two variables measure and what calculation is used to equate the correlation coefficient to the coefficient of determination?

R2 measures:

Correlation coefficient

 

A)                                                                percent of variability of the independent variable that is explained by the variability of the dependent variable                                R² = r × 2

B)                                                                percent of variability of the dependent variable that is explained by the variability of the independent variable                              R² = r × 2

C)                                                                percent of variability of the independent variable that is explained by the variability of the dependent variable                                R² = r²

D)                                                                percent of variability of the dependent variable that is explained by the variability of the independent variable                              R² = r²

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The correct answer was D)

R², or the Coefficient of Determination, is the square of the coefficient of correlation (r). The coefficient of correlation describes the strength of the relationship between the X and Y variables. The standard error of the residuals is the standard deviation of the dispersion about the regression line. The t-statistic measures the statistical significance of the coefficients of the regression equation. In the response: "percent of variability of the independent variable that is explained by the variability of the dependent variable," the definitions of the variables are reversed.