Multiple Linear Regression – Learn It 3

  • Write and describe a multiple linear regression model equation
  • Calculate and describe the unadjusted coefficient of determination
  • Assess the model assumptions with a residual or a predicted values plot

The Coefficient of Determination

The coefficient of determination, [latex]R^2[/latex], is used to determine the percentage of variability in the response variable that is accounted for by the explanatory variables. In this activity, we will call the value the unadjusted [latex]R^2[/latex].

In simple linear regression, we would interpret the [latex]R^2[/latex] value as the percentage of the variation in the response variable that can be explained by the linear relationship with the explanatory variable.

For multiple linear regression, the interpretation is similar, but now the variation in the response variable is explained by the linear relationship with multiple explanatory variables.