| |
The Multiple Correlation Coefficient plays a central role in Multiple Linear Regression, as R² is then equal to the ratio of the explained variance to the total variance, and is therefore a measure of the quality of the regression.
One software package computes exact confidence intervals for the population squared multiple correlation, following the approach of Steiger and Fouladi (1992).
 See also: Variance, Distribution, Correlation coefficient, Regression, Data mining
  
|
RSS
