Questions about multiple linear regression I have a couple true/false questions basically

Amiya Melendez

Amiya Melendez

Answered question

2022-10-24

Questions about multiple linear regression
I have a couple true/false questions basically, one of them is this
In the multiple linear regression model the coefficient of multiple determination gives the proportion of total variability due to the effect of a single predictor
I know the coefficient of multiple determination indicates the amount of total variability explained by the model, but I'm not sure about the single predictor part, I don't think this is true because it uses x1, x2... as predictors no?
The other question is this;
In the multiple linear regression model
y i = β 0 + β 1 x i , 1 + β 2 x i , 2 + β 3 x i , 3 + ε i
the parameter β 1 represents the variation in the response corresponding to a unit increase in the variable x 1
I don't think this question is true but can't really explain why
All help would be greatly appreciated

Answer & Explanation

veirenca77

veirenca77

Beginner2022-10-25Added 9 answers

1.You are right. The R 2 is a (kind of) generalization of the Pearson correlation coefficient for multiple covariates.
2.True. Note that x k E [ y | x 1 , . . , x K ] = β k that is approximated by Δ y ^ = Δ x k β ^ k , where Δ x k = 1

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