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.

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.
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Proportion of variation in sensory evaluation of pork loin tenderness explained by WBS and TPA parameters using stepwise regression (n = 380) Sensory evaluation Soft IT Chew Break WBS 0.
Thus, the explained Level-1 proportion of variation due to inclusion of both household level and child's characteristics in the model was 11%.
The explained Level-1 proportion of variation due to fixed-effect variables is less than 1%.
A measure of their adequacy for the user's needs is the proportion of variation in users' investment decisions explained by these cues.
The regression result also will indicate the proportion of variation in users decisions explained by these factors, as a measure of the information set to the users' needs.
In fact, the average correlation between team payrolls and won-lost percentages was somewhat larger during the first half of this time period than during the second half: the proportion of variation in team success explained by spending declined from an average of 32.
As with DP, a high proportion of variation has been explained and the combined equation is simpler than that developed from 1996 data alone, which was: PP = -58.
the proportion of variation in IQ that is due to genetic factors) can be estimated by doubling the difference between the correlations for MZ and DZ twins.
The proportion of variation explained by the lineage or lineage x f effect is very low (Table 1).
1] estimates, indicating the proportion of variation due to risk premium, are universally positive and reliably different from zero.
Indeed, in the 1980s, the proportion of variation due to unpredictable structural changes has increased for the effects of wealth on consumption and for the effects of the short-term interest rate on the bond rate and the exchange rate.
Relevant findings of that study were the high proportion of variations that appear to be unique to Spaniards (42%) and the existence of recurrent variations associated with the geographical origin of the families (1).