Mathematics · Linear Models
Let p > 1 and 1 > ρ ≥ 0. Consider a multiple linear regression problem with p independent variables X 1 , X 2 , ..., X p and a dependent variable Y. Suppose that the correlation between Y and X i is ρ and the correlation between X i and X j is also ρ for all 1 ≤ i < j ≤ p. Which of the following statements is correct?
- 1The multiple correlation between Y and (X 1 , ..., X p ) is larger than or equal to ρ✓
- 2The multiple correlation between Y and (X 1 , ..., X p ) will be ρ only if ρ > 0
- 3The multiple correlation between Y and (X 1 , ..., X p ) tends to 1 as p → ∞
- 4The multiple correlation between Y and (X 1 , ..., X p ) is strictly less than ρ for all ρ
Correct answer
The multiple correlation between Y and (X 1 , ..., X p ) is larger than or equal to ρ
Download Single Question PDF
Save this question and verified answer as a clean study sheet with live clickable link.
Share with Friends & Study Groups
Challenge your peer aspirants on WhatsApp or Telegram to solve this question!
Preparing for Mathematics?
Practice full-length mock tests with real exam timers, instant score analysis, and all-India ranking.
Want more practice questions on Linear Models?
Solve complete topic-wise tests with detailed solutions on GkGet.
Related Practice Questions
Recommended practice questions in Mathematics · Linear Models