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By Maria Carapeto A and William Holt

Abstract

In this paper we show that the distributions of the multiple correlation coefficient, R 2, and the adjusted multiple correlation coefficient, R 2, are equal and invariant to a class of linear transformations on the dependent and independent variables in a regression model. Key words: Distribution of R 2; Distribution of adjusted R 2; Variable transformation in linear regression

Year: 2003
OAI identifier: oai:CiteSeerX.psu:10.1.1.194.7459
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