Coefficient+of+Determination

Coefficient of Determination (Statistical Model Validation)(GWU EMSE-271)
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"//R-squared// is a statistic that will give some information about the goodness of fit of a model. In regression, the //**R**-squared// coefficient of determination is a statistical measure of how well the regression line approximates the real data points. An //R-squared// of 1.0 indicates that the regression line perfectly fits the data."


 * "**In many (but not all) instances where //R-squared// is used, the predictors are calculated by ordinary least-squares regression: that is, by minimizing //SS//err. In this case //R-squared// increases as we increase the number of variables in the model (//**R**-squared// will not decrease)." - [|Wikipedia]

"Adjusted //R-squared// is a modification of //R-squared// that adjusts for the number of explanatory terms in a model. Unlike //R-squared//, the adjusted //R-squared// increases only if the new term improves the model more than would be expected by chance." - [|Wikipedia]


 * Sources**
 * Coefficient of determination. (2009, November 16). In //Wikipedia, The Free Encyclopedia//. Retrieved 20:04, December 8, 2009, from []
 * EMSE 271, Fall 2009