R square

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R square (R2)

Square of the correlation coefficient. The proportion of the variability in one series that can be explained by the variability of one or more other series a regression model. A measure of the quality of fit. 100% R-square means perfect predictability.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.

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.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved
References in periodicals archive ?
The number of measurements required (m) of each character to predict the actual value of genotypes, based on the predetermined coefficients of determination of 70%, 80% and 90%, was calculated by: m = [R.sup.2] (1 - r)/(1 - [R.sup.2])r, where [R.sup.2] is the coefficient of determination.
The coefficients of determination (R2) for REG_1 and REG_2 of the combined intercepts of M2 were much higher than those for the combined first-order coefficients of M2 (Table 3).
Table 5 shows the coefficients of determination between stiffness and other properties for 2 by 4 and 2 by 6 southern pine lumber.
To estimate the most appropriate model, the values of the coefficients of determination R2 (R2-the highest10) are compared and then an analysis of residuals (sum of squares residual (SSE)-the lowest10) is made, when the values R2 are visibly equal.
LC-MS/MS univariate and multivariate linear regression coefficients, intercepts, and coefficients of determination for each IgG subclass with statistical parameters displayed separately for the respective IN IgG subclass methods.
The calibrated coefficients including the constant coefficients, slopes of NDVI and DEM, and the corresponding coefficients of determination and p values were shown in Table 1.
Coefficients of Determination. The median values of the coefficient of determination ([R.sup.2]) of all semimeridians in the two groups were both above 0.9.
Analysis of Variance (ANOVA) for the models' coefficients of determination. Factor Sum_Sq.
CurveExpert calculated the coefficient of determination and standard error among 33 common trends/models available and found that The MMF regression models for all wetland components provided satisfactory accuracy with highest coefficients of determination (R2) and lowest standard error (S).
The data were plotted onto two common adsorption kinetics models; pseudofirst-order and pseudo-second-order model, and their coefficients of determination ([R.sup.2]) were compared.
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