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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. Multitrait-multimethod matrix - Wikipedia

    en.wikipedia.org/wiki/Multitrait-multimethod_matrix

    Evaluation of discriminant (divergent) validity – The construct being measured by a test should not correlate highly with different constructs. Trait-method unit - Each task or test used in measuring a construct is considered a trait-method unit; in that the variance contained in the measure is part trait, and part method.

  4. Regression validation - Wikipedia

    en.wikipedia.org/wiki/Regression_validation

    In statistics, regression validation is the process of deciding whether the numerical results quantifying hypothesized relationships between variables, obtained from regression analysis, are acceptable as descriptions of the data.

  5. Average variance extracted - Wikipedia

    en.wikipedia.org/wiki/Average_variance_extracted

    The average variance extracted has often been used to assess discriminant validity based on the following "rule of thumb": the positive square root of the AVE for each of the latent variables should be higher than the highest correlation with any other latent variable. If that is the case, discriminant validity is established at the construct ...

  6. Coefficient of multiple correlation - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_multiple...

    The coefficient of multiple correlation is known as the square root of the coefficient of determination, but under the particular assumptions that an intercept is included and that the best possible linear predictors are used, whereas the coefficient of determination is defined for more general cases, including those of nonlinear prediction and those in which the predicted values have not been ...

  7. Linear discriminant analysis - Wikipedia

    en.wikipedia.org/wiki/Linear_discriminant_analysis

    Estimate the Discriminant Function Coefficients and determine the statistical significance and validity—Choose the appropriate discriminant analysis method. The direct method involves estimating the discriminant function so that all the predictors are assessed simultaneously. The stepwise method enters the predictors sequentially. The two ...

  8. Statistical model validation - Wikipedia

    en.wikipedia.org/wiki/Statistical_model_validation

    In statistics, model validation is the task of evaluating whether a chosen statistical model is appropriate or not. Oftentimes in statistical inference, inferences from models that appear to fit their data may be flukes, resulting in a misunderstanding by researchers of the actual relevance of their model.

  9. Estimation of covariance matrices - Wikipedia

    en.wikipedia.org/wiki/Estimation_of_covariance...

    the constant-correlation model, where the sample variances are preserved, but all pairwise correlation coefficients are assumed to be equal to one another; the two-parameter matrix, where all variances are identical, and all covariances are identical to one another (although not identical to the variances);

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