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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. Pearson correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Pearson_correlation...

    The p-value for the permutation test is the proportion of the r values generated in step (2) that are larger than the Pearson correlation coefficient that was calculated from the original data. Here "larger" can mean either that the value is larger in magnitude, or larger in signed value, depending on whether a two-sided or one-sided test is ...

  4. 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 ...

  5. Effect size - Wikipedia

    en.wikipedia.org/wiki/Effect_size

    In statistics, an effect size is a value measuring the strength of the relationship between two variables in a population, or a sample-based estimate of that quantity. It can refer to the value of a statistic calculated from a sample of data, the value of one parameter for a hypothetical population, or to the equation that operationalizes how statistics or parameters lead to the effect size ...

  6. R-value (insulation) - Wikipedia

    en.wikipedia.org/wiki/R-value_(insulation)

    The R-value is the building industry term [3] for thermal resistance "per unit area." [4] It is sometimes denoted RSI-value if the SI units are used. [5] An R-value can be given for a material (e.g., for polyethylene foam), or for an assembly of materials (e.g., a wall or a window). In the case of materials, it is often expressed in terms of R ...

  7. Linear trend estimation - Wikipedia

    en.wikipedia.org/wiki/Linear_trend_estimation

    The least-squares fitting process produces a value, r-squared (r 2), which is 1 minus the ratio of the variance of the residuals to the variance of the dependent variable. It says what fraction of the variance of the data is explained by the fitted trend line.

  8. Regression validation - Wikipedia

    en.wikipedia.org/wiki/Regression_validation

    If, for example, the out-of-sample mean squared error, also known as the mean squared prediction error, is substantially higher than the in-sample mean square error, this is a sign of deficiency in the model. A development in medical statistics is the use of out-of-sample cross validation techniques in meta-analysis.

  9. Spearman's rank correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Spearman's_rank_correlation...

    To do so use the following steps, reflected in the table below. Sort the data by the first column (). Create a new column and assign it the ranked values 1, 2, 3, ..., n. Next, sort the augmented (with ) data by the second column ().