
Chapter 15
PB
Multiple Regression Analysis
573
where SSR (x
j
/all other variables except j) is the contribution of the independent variable x
j
given
that all independent variables have been included in the regression model, SST the total sum of
squares for dependent variable y, and SSR(all variables including j) the regression sum of squares
when all independent variables including j are included in the regression model.
Coef cient of partial determination for a multiple regression model with two independent
variables
r
xx
xx xx
y12
2
12
12
.
()
()
=
SSR /
SST SSR and SSR /
r
xx
xxxx
y21
2
12
12
.
()
()
=
SSR /
SST SSR an
where SSR(x
1
/x
2
) is the contribution ...