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The value of R2 .................

  • A.is between -1 to 1
  • B.is always greater than 1
  • C.is between -2 to 2
  • D.is between 0 and 1

Answer: D

The value of R2 is between 0 and 1.

R2, the coefficient of determination, is the proportion of the variation in the dependent variable explained by the regression:

\[ R^{2} = 1 - \frac{SS_{res}}{SS_{tot}} \]

As a proportion it cannot be negative or exceed 1: 0 means the model explains nothing and 1 that it explains everything. The range -1 to 1 belongs to the correlation coefficient r, whose square, in simple regression, is R2. A value always above 1, or from -2 to 2, is impossible.

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