# Coefficient of determination

Also found in: Acronyms, Encyclopedia, Wikipedia.

## Coefficient of determination

A measure of the goodness of fit of the relationship between the dependent and independent variables in a regression analysis; for instance, the percentage of variation in the return of an asset explained by the market portfolio return. Also known as R-square.

## R Square

In statistics, the percentage of a portfolio's performance explainable by the performance of a benchmark index. The R square is measured on a scale of 0 to 100, with a measurement of 100 indicating that the portfolio's performance is entirely determined by the benchmark index, perhaps by containing securities only from that index. A low R square indicates that there is no significant relationship between the portfolio and the index. An R Square is also called the coefficient of determination. See also: Beta.
Mentioned in ?
References in periodicals archive ?
It should be noted that in the potential model the value of the coefficient of determination was high for both AFLi-Cor and AFReal, when the product is applied between the length and width of the leaf (C*L) highlighted by the excellent fits, with [R.
Increasing the modeling complexity as in model (2) that relaxes the assumptions, or model (3) incorporating viscoelastic terms, or model (4) their combination consistently resulted in improving the model fidelity as measured by either the standard error (SE) or the coefficient of determination ([R.
Compared to Chapman Richards and Wolf von Wulfing models, Schumacher model presents the proposed model based onthe highest coefficient of determination ([R.
1 shows that the coefficient of determination R2 calculated by using the polynomial regression are higher than those calculated by using the linear regression.
2] coefficient of determination is a statistical measure of how well the regression line approximates the real data points.
Coefficient of determination, R2 has the highest value in threshold regression model with inflation rate as threshold variable and Markov switching model with only inflation's coefficient as regime variant has its lowest value.
The coefficient of determination (R2) can be obtained by the following relationship.
The bufferwise variation of area and patch based Gibbs-Martin index along with the coefficient of determination ([R.
2007) studied a diaphragm lysimeter and confirmed its capacity to determine the ETo of citrus seedlings with great accuracy; the coefficient of determination was 0.
To evaluate the efficiency of prediction there are used the following parameters: the number of periods of study that characterizes the rate of neural network training; the coefficient of determination ([R.
Coefficient of determination (R2) is the statistic that gives some information about the goodness of fit of a model.

Site: Follow: Share:
Open / Close