coefficient of determination

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coefficient of determination

[¦kō·ə′fish·ənt əv di‚tər·mə′nā·shən]
(statistics)
A statistic which indicates the strength of fit between two variables implied by a particular value of the sample correlation coefficient r. Designated by r 2.
References in periodicals archive ?
Regardless, when standard errors are clustered, the "text-book" adjusted R-square statistic is biased upward since the data contain far fewer independent degrees of freedom than the number of observations.
The R-square value represents the variance in dependent variable predicted by independent variable.
R-square value showed that model could easily explain 88.
If the regression resulted in statistically significant coefficient values and p-values, and had a significant R-square value, then the combination of variables was considered feasible for use in the final model.
Players- having had a large number of relationships is associated with greater likelihood of breaking up with a partner to explore alternatives (Nagelkerke r-square =.
Additionally, it revealed after adding MVA in the model, the R-square has increased 4.
The fit of the model improved a lot as adjusted R-square is found 0.
Table 1 Regression Results for the Translog Cost Function for Total Expenses, Non-interest Expenses, Interest Expenses, and Employee Cost of a Bank to Measure Economies of Scale with Respect to the Size of the Bank as Measured by Total Assets Variables 2004 2005 2006 2007 Number of Banks 34 34 34 34 Dependent Variable: Natural Logarithm of Total Expenses Adjusted R-Square 0.
Though the pseudo R-square statistics for the Probit models are low, both Model 3 and Model 4 correctly classify 91.
The Information about any hypothesis Included T, SIG, R-square and Result For each of the variables in research Hypothesis was examined.
it] would produce an estimated constant term equal to zero, a slope equal to one and an R-square equal to one.
Table 6 Regression statistics Panel A: Daily Results Full Sample (300 stocks) R-square F-value P-value 0.