Coefficient of multiple correlation: Difference between revisions

Revision as of 18:30, 20 October 2011

Revision as of 02:03, 24 February 2012

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==Fundamental equation of multiple regression analysis==

The coefficient of multiple determination ''R''² (a [[scalar (mathematics)|scalar]]), can be computed using the [[Euclidean space|vector]] ''c'' of cross-[[correlation]]s (i.e. [[covariance]]s) between the predictor variables and the criterion variable, its [[transpose]]&nbsp;''c''', and the [[Matrix (mathematics)|matrix]] ''R''_''xx'' of inter-correlations between predictor variables. The "fundamental equation of multiple regression analysis"<ref>[http://www.visualstatistics.net/Visual%20Statistics%20Multimedia/multiple_regression_analysis.htm Visualstatistics.net]</ref> is

::''R''² = ''c''' ''R''_''xx''^&minus;1 ''c''.