Step 1: Understanding the Concept:
The multiple correlation coefficient, \(R_{1.23}\), measures the correlation between the variable \(x_1\) and the best linear combination of the variables \(x_2\) and \(x_3\). It quantifies how well \(x_1\) can be predicted from \(x_2\) and \(x_3\) together.
Step 2: Key Formula or Approach:
The formula for the square of the multiple correlation coefficient \(R_{1.23}\) is given in terms of the zero-order correlation coefficients:
\[ R^2_{1.23} = \frac{r^2_{12} + r^2_{13} - 2r_{12}r_{13}r_{23}}{1 - r^2_{23}} \]
Step 3: Detailed Explanation:
We are given the following correlation coefficients:
- \( r_{12} = 0.77 \)
- \( r_{13} = 0.72 \)
- \( r_{23} = 0.52 \)
First, we calculate the squares of these coefficients:
- \( r^2_{12} = (0.77)^2 = 0.5929 \)
- \( r^2_{13} = (0.72)^2 = 0.5184 \)
- \( r^2_{23} = (0.52)^2 = 0.2704 \)
Next, calculate the term \(2r_{12}r_{13}r_{23}\):
- \( 2(0.77)(0.72)(0.52) = 0.576576 \)
Now, substitute these values into the formula for \(R^2_{1.23}\):
\[ R^2_{1.23} = \frac{0.5929 + 0.5184 - 0.576576}{1 - 0.2704} = \frac{0.534724}{0.7296} \approx 0.73290 \]
Finally, take the square root to find \(R_{1.23}\):
\[ R_{1.23} = \sqrt{0.73290} \approx 0.8561 \]
Step 4: Final Answer:
The multiple correlation coefficient \(R_{1.23}\) is approximately 0.856.