Category:Definitions/Coefficient of Determination
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This category contains definitions related to Coefficient of Determination.
Related results can be found in Category:Coefficient of Determination.
Let $X$ and $Y$ be random variables.
Let $r$ denote the product moment correlation coefficient of $X$ and $Y$.
Let a set of data consist of $n$ pairs of observations $\tuple {x_i, y_i}$ from $X$ and $Y$ respectively.
Let a least-squares linear regression of $Y$ on $X$ be fitted.
The proportion of the total variance of the $y_i$ which can be attributed to dependence on $x$ (as opposed to independent variance) is equal to $r^2$.
This coefficient is known as the coefficient of determination.
Pages in category "Definitions/Coefficient of Determination"
The following 4 pages are in this category, out of 4 total.