Question

The multiple correlation coefficient R_1,23 as compared to any simple correlation coefficients between the distinct variable X₁ ,X₂, and X₃ is
1. always equal to the product of r₁₂, r₁₃ and r₂₃
2. less than any r₁₂, r₂₃, r₁₃
3. not less than any r₁₂, r₁₃ and r₂₃
4. always equal to the sum of r₁₂, r₁₃ and r₂₃

Answer 1

Correct Answer - Option 3 : not less than any r₁₂, r₁₃ and r₂₃

Given

Multiple correlation coefficient = R_1.23

Explanation

For multiple correlation coefficient,

⇒ R_1.23 ≥ r₁₂ × r₁₃ × r₂₃

From given expression we can say that

∴ The multiple correlation coefficient R_1,23 as compared to any simple correlation coefficients between the distinct variable X₁ ,X₂, and X₃ is not less than any r₁₂, r₁₃ and r₂₃