Question: Consider a data set with response Y and two predictors X 1 and X 2. The R-square from regressing Y on X 1 is 0.10

Consider a data set with response Y and two predictors X1 and X2. The R-square from regressing Y on X1 is 0.10 and the one from regressing Y on X2 is 0.2. What's the maximal R-square from the multiple linear regression model with both X1 and X2 as predictors and Y as the response?

- 1

- 0.3

- bigger than 0.2 but less than 0.3

- None of the above

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