Coefficient of determination

Also called "Coefficient of determination".
In Simple Linear Regression (and Multiple Linear Regression), a number between 0 and 1 that tells of how well the Least Squares line fits the sample : ...

Coefficient of Determination. This is the square of the product-moment correlation between two variables (r²). It expresses the amount of common variation between the two variables. See also, Hays, 1988.

R-squared, or coefficient of determination
Adjusted R-squared
Standard Error
F statistics
t statistics ...

Pearson product-moment correlation Â- Partial correlation Â- Confounding variable Â- Coefficient of determination
Linear regression
Simple linear regression Â- Ordinary least squares Â- General linear model Â- Bayesian regression ...

See also: Regression, Variance, Estimation, Distribution, Residual