Question

In a regression analysis, _____ represents the proportion of variations in the dependent variable, Y, could be explained by the independent variables (all the Xs).

		R2
		F statistics
		t statistics
		p value

Answer 1

Since R² can be defined as a statistical measure of how close the data are to the fitted regression line. This is also known as the coefficient of determination. The value of R square lies between 0 and 1. If the value of R square is less than 1, then it means some observations do not lie on the regression line.

R squared= Model SS/ Total SS

For example if R square value is 0.80, it means 80% variation in the Y( dependent) is explained by the independent variables (x).

Hence it can be said that in a regression analysis, R² represents the proportion of variations in the dependent variable, Y, could be explained by the independent variables (all the Xs).

Hence option first is the correct answer.