Question
Download Solution PDFIf the multiple correlation coefficient of X1 on X2 and X3 is zero, then:
Answer (Detailed Solution Below)
Detailed Solution
Download Solution PDFExplanation:
The general formula for multiple correlation coefficient
\(\rm R^2_1{.}{_2}{_3} = \frac{r_{12}^{2}+r_{13}^{2}-2r_{12}r_{13}r_{23}}{1-r_{23}^{2}}\)
A multiple correlation coefficient is a non-negative coefficient.
It is the value ranges between 0 and 1. It cannot assume a minus value.
If the multiple correlation coefficient of X1 on X2 and X3 is zero, then:
If R1.23 = 0 then r12 = 0 and r13 = 0
R1.23 is the same as R1.32
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