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Questions › DSE › DSE 2009 › Q9
1 markEconometrics › Goodness of fit and model selection › R-squared and the coefficient of determinationModerateabout 2 min

DSE 2009 Question 9: Goodness of fit and model selection

In a linear regression of YYY on XXX, changing the units of measurement of the YYY variable will affect all of the following except:

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In a linear regression of Y on X, changing the units of measurement of the Y variable will affect all of the following except: (A) the estimated intercept parameter (B) the estimated slope parameter (C) the Total Sum of Squares for the regression (D) R squared for the regression

Goodness of fit and model selection has come up 27 times in 6 exams since 2009.

What this question tests

This question is on R-squared and the coefficient of determination, part of Goodness of fit and model selection in Econometrics.

The share of variation in the dependent variable that the regression explains.

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Question from the DSE 2009 paper. Solutions are TestStop's own. Not affiliated with or endorsed by any examination authority.