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Consider a data set with response Y and two predictors X 1 and X 2. The R-square from regressing Y on X 1 is 0.10
Consider a data set with response Y and two predictors X1 and X2. The R-square from regressing Y on X1 is 0.10 and the one from regressing Y on X2 is 0.2. What's the maximal R-square from the multiple linear regression model with both X1 and X2 as predictors and Y as the response?
- 1
- 0.3
- bigger than 0.2 but less than 0.3
- None of the above
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