Coefficient of multiple correlation: Difference between revisions

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==Fundamental equation of multiple regression analysis==
The coefficient of multiple determination ''R''<sup>2</sup> (a [[scalar (mathematics)|scalar]]), is computed using the [[Euclidean space|vector]] ''c'' of cross-correlations between the predictor variables and the criterion variable, its [[transpose]]&nbsp;''c''', and the [[Matrix (mathematics)|matrix&nbsp;]] ''R''<sub>''xx''</sub> of inter-correlations between predictor variables. The fundamental equation of multiple regression analysis is
 
::''R''<sup>2</sup> = ''c''' ''R''<sub>''xx''</sub><sup>&minus;1</sup> ''c''.