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Coefficient of Determination |
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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. Coefficient of Determination In statistics, the percentage of a portfolio's performance explainable by the performance of a benchmark index. The coefficient of determination 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 coefficient indicates that there is no significant relationship between the portfolio and the index. It is also called the R square. See also: Beta. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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| 71, presumably resulting in a coefficient of determination of 0. The goodness of fit of the measurement model was determined by analyzing the squared multiple correlation and the standard errors for each item and the coefficient of determination for the explanatory (exogenous) variables and for the outcome (endogenous) variable. This correlation is the equivalent of a coefficient of determination ([r. |
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