Question
In a regression analysis, if the total sum of squares
(SST) is 250 and the explained sum of squares (SSR) is 200, the coefficient of determination (R²) is:Solution
- The Coefficient of Determination (R²)  measures the proportion of the total variation in the dependent variable (Y) that is explained by the independent variable(s) (X) in the regression model.
Formula: R² = SSR / SST
Where: - SSR (Explained Sum of Squares) = Variation explained by the model.
- SST (Total Sum of Squares) = Total variation in Y.
Given: SSR = 200, SST = 250.
R² = 200 / 250 = 0.80 or 80% .
This means 80% of the variation in Y is explained by X in the model.
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