7.5 Goodness of fit of Estimated Multiple regression: Multiple Coefficient of Determination, R2 Multiple coefficient of determination. R2 TSS=ESS+RSS (733 R (7.34) TSS R2=b 2y,xa+b, 2y x(7.36) ∑ R2 also lies between0 and 1(just as r2) R: coefficient of multiple correlation the degree of linear association between Y and all the X variables jointly R is always taken to be positive. (rcan be positive or negative 7.6 Hypothesis Testing: General Comments:7.5 Goodness of Fit of Estimated Multiple Regression: Multiple Coefficient of Determination, R2 • Multiple coefficient of determination, R2 TSS=ESS+RSS (7.33) R2= (7.34) R2= (7.36) R2 also lies between 0 and 1（just as r 2） R: coefficient of multiple correlation, the degree of linear association between Y and all the X variables jointly. R is always taken to be positive.（r can be positive or negative） 7.6 Hypothesis Testing: General Comments: TSS ESS   +  2 t 2 t 2t 3 t 3t y b y x b y x