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  2. Coefficient of determination - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_determination

    Ordinary least squares regression of Okun's law.Since the regression line does not miss any of the points by very much, the R 2 of the regression is relatively high.. In statistics, the coefficient of determination, denoted R 2 or r 2 and pronounced "R squared", is the proportion of the variation in the dependent variable that is predictable from the independent variable(s).

  3. Effect size - Wikipedia

    en.wikipedia.org/wiki/Effect_size

    A related effect size is r 2, the coefficient of determination (also referred to as R 2 or "r-squared"), calculated as the square of the Pearson correlation r. In the case of paired data, this is a measure of the proportion of variance shared by the two variables, and varies from 0 to 1.

  4. Nico Nagelkerke - Wikipedia

    en.wikipedia.org/wiki/Nico_Nagelkerke

    He is well known in epidemiology thanks to his invention of what is now known as the "Nagelkerke R2", which is one of a number of generalisations of the coefficient of determination from linear regression to logistic regression, see Pseudo-R-squared, Coefficient of determination, Logistic regression.

  5. Regression validation - Wikipedia

    en.wikipedia.org/wiki/Regression_validation

    One measure of goodness of fit is the coefficient of determination, often denoted, R 2.In ordinary least squares with an intercept, it ranges between 0 and 1. However, an R 2 close to 1 does not guarantee that the model fits the data well.

  6. Regression analysis - Wikipedia

    en.wikipedia.org/wiki/Regression_analysis

    "The coefficient of determination R-squared is more informative than SMAPE, MAE, MAPE, MSE and RMSE in regression analysis evaluation". PeerJ Computer Science. 7 (e623): e623. doi: 10.7717/peerj-cs.623. PMC 8279135. PMID 34307865.

  7. R2 - Wikipedia

    en.wikipedia.org/wiki/R2

    R 2 or r 2 (pronounced R-squared), the coefficient of determination of a linear regression in statistics; R 2, the two-dimensional real coordinate space in mathematics; R2: Risk of explosion by shock, friction, fire or other sources of ignition, a risk phrase in chemistry

  8. Pseudo-R-squared - Wikipedia

    en.wikipedia.org/wiki/Pseudo-R-squared

    The last value listed, labelled “r2CU” is the pseudo-r-squared by Nagelkerke and is the same as the pseudo-r-squared by Cragg and Uhler. Pseudo-R-squared values are used when the outcome variable is nominal or ordinal such that the coefficient of determination R 2 cannot be applied as a measure for goodness of fit and when a likelihood ...

  9. Simple linear regression - Wikipedia

    en.wikipedia.org/wiki/Simple_linear_regression

    The coefficient of determination ("R squared") is equal to when the model is linear with a single independent variable. See sample correlation coefficient for additional details. Interpretation about the slope