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Q27Section I (Objective (Q1–Q80))27 of 80

Statistics — multiple and partial correlation coefficients

If Ri.jkR_{i.jk} represents multiple correlation coefficient, rijr_{ij} represents simple correlation coefficient and σi\sigma_i represents standard deviation of variate XiX_i for a multivariate data set, then consider the following statements:

I. R1.232=σ12σ22(1−r122)(1−r13)2R_{1.23}^2=\sigma_1^2\sigma_2^2(1-r_{12}^2)(1-r_{13})^2

II. R1.232≥r122R_{1.23}^2\ge r_{12}^2

III. R1.232≥r13.22R_{1.23}^2\ge r_{13.2}^2

Which of the statements given above are correct?

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