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Coefficient of determination

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Coefficient of Determination
The ratio of the explained variation to the total variation is called the coefficient of determination. This is a measure of predicitive reliability, and is defined as the correlation coefficient squared.

 


coefficient of determination
In regression analysis this is a statistic (designated as r-squared) indicating the percentage of the change occurring in the dependent variable that is explained by the change in the independent variable(s).

coefficient of determination
statistical measure of goodness-of-fit . It measures how good the estimated regression equation is, designated asr 2(read as r-squared). The higher the r-squared, the more confidence one can have in the equation.

COEFFICIENT OF DETERMINATION - A measure of the goodness of fit of the relationship between the depende...
COEFFICIENT OF VARIATION - Is a statistic which is used to determine the degree of relative dispersion....

coefficient of determination: Same as R-squared.
Source: Greene, 1993, p 72
Contexts: econometrics ...

Coefficient of Determination (in accounting)
Correlation (in accounting)
Related answers: ...

Coefficient of determination (r2)
The coefficient of determination measures the amount of variation of a dependent variable (left side) that is explained by variation in the independent variable (right side).

3 Coefficient of determination (R2)
It is the primary way, we can measure the extent or strength of association that exists between two variables, ...

coefficient of determination A measure of the correlation between the dependent and independent variables in a regression analysis. COGS Acronym for Cost Of Goods Sold. On an income statement, the cost of purchasing...

Coefficient of Determination
COFI
Collateral Trust Bond
Collateralized Mortgage Obligation
Collective Trust
Combination Strategy
Commercial Paper
Commercial Paper Index
Commingled Fund
Commission ...

Pearson product-moment correlation Â- Partial correlation Â- Confounding variable Â- Coefficient of determination
Regression analysis
Errors and residuals Â- Regression model validation Â- Mixed effects models Â- Simultaneous equations models ...

The guide of the National Association of Securities Dealers used to adjudicate complaints filed against NASD members.
Coefficient of determination ...

See also: Coefficient, Regression, Regression analysis, Independent variable, Market portfolio

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