Coefficient of multiple correlation: Difference between revisions

Revision as of 18:16, 28 November 2012

Revision as of 15:46, 18 December 2012

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==Definition==

The coefficient of multiple determination ''R''² (a [[scalar (mathematics)|scalar]]), is the square of the correlation between the predicted and
the actual values of the dependent variable. It 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''_''xx'' of inter-correlations between predictor variables. It is given by

::''R''² = ''c''' ''R''_''xx''^−1 ''c'',