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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The Information about any hypothesis Included T, SIG, R-square and Result For each of the variables in research Hypothesis was examined.
Table 6 Regression statistics Panel A: Daily Results Full Sample (300 stocks) R-square F-value P-value 0.
Although removal of these variables did reduce the overall multiple R-square for the final model slightly (i.
Finally, we compute statistics such as R-square based on the monthly estimates computed above.
The relationships between anatomical and mechanical properties (MOE and UTS) from the trees were evaluated and used to determine which anatomical properties were the most influential on mechanical properties using the R-square and stepwise selection methods.
R-square has a weakness; each additional variable used in the equation will, at least, result in a higher R-Square, even when the new variable causes the equation to become less efficient.
0735 Error 9 18397747 2044194 Corrected Total 10 26781293 R-Square 0.
As noted in the table, the adjusted R-square shows that the model accounts for 58% of the variance in exam scores, which is significant (F = 65.
The information reported here includes regression coefficients, their significance levels and incremental change in R-square when each of the transformational leadership dimensions is included in the equation in a stepwise mode.
This result was significantly different than the pilot study result where R-square was 97%.
The predictive R-square for this model was calculated as: