General Studies · Correlation and Regression
For three random variables X1, X2 and X3, the correlation coefficients between pairs of random variables are r12 = r13 = r23 = r ≠ 1. For R1.23 (multiple correlation coefficient), 1 - R1.232 is written as:
- 1(1 + r)(1 - 2r)1 - r
- 2(1 - r)(1 + 2r)1 + r
- 3(1 - r)2(1 + 2r)1 - r2✓
- 4(1 + r)(1 + 2r)1 - r
Correct answer
(1 - r)2(1 + 2r)1 - r2
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