Coefficient of multiple correlation: Difference between revisions

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The coefficient of multiple determination ''R''<sup>2</sup> (a [[scalar (mathematics)|scalar]]), can be computed using the [[Euclidean space|vector]] ''c'' of cross-[[correlation]]s between the predictor variables (independent variables) and the target variable (dependent variable), and the [[Matrix (mathematics)|matrix]] ''R''<sub>''xx''</sub> of inter-correlations between predictor variables. It is given by
 
::''R''<sup>2</sup> = ''c''' ''R''<sub>''xx''</sub><sup>&minus;1</sup> ''c'',
 
where ''c'' ' is the [[transpose]] of ''c'', and ''R''<sub>''xx''</sub><sup>&minus;1</sup> is [[Matrix inversion|inverse]] of the matrix ''R''<sub>''xx''</sub>.