Regression Analysis
Regression Analysis
Regression Analysis
Assignment
Assignment (R6)
Exercise: Using the following data, find out the multiple correlation coefficient, the coefficient
of determination, and also the adjusted coefficient of determination.
Solution:
We already computed the regression equation of X1 on X2 and X3 in assignment R5 which is:
X1=1.203+0.032X2+0.013X3
So the variance from both the observed and expected values of the dependent variable X1 is
❑
Var ( X 1 )=∑ ¿ ¿ ¿
❑
❑
Var ( Xˆ 1 )=∑ ¿ ¿¿
❑
n−1
AdjustedR 2=1− ( )
n−k
(1−R 2)