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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These hospital-level effects also exceed the proportion of variation generally attributable to providers (Fung et al.
The estimate of the proportion of variation in liability for disordered gambling due to genetic influences was 49.
This percentage was between 45% (Hanson, Capraro, & Capraro, in press) and 52% (Hanson & Roberts, in press), which represents the average proportion of variation explained by extracted factors in educational and psychological research studies, respectively.
A high proportion of variation in DP loads was explained by simple empirical variables.