A note on a general definition of the coefficient of determination

A note on a general definition of the coefficient of determination

SUMMARY A generalization of the coefficient of determination R2 to general regression models is discussed. A modification of an earlier definition to allow for discrete models is proposed.

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Veröffentlicht in:Biometrika 1991-09, Vol.78 (3), p.691-692
1. Verfasser: Nagelkerke, N. J. D.
Format: Artikel
Sprache:eng
Schlagworte:
Correlation coefficients
Discrete probability
Exact sciences and technology
Log likelihood
Mathematics
Miscellanea
Multiple correlation coefficient
Probability and statistics
Regression analysis
Regression coefficients
Regression model
Residual variation
Sciences and techniques of general use
Statistics
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Zusammenfassung:SUMMARY A generalization of the coefficient of determination R2 to general regression models is discussed. A modification of an earlier definition to allow for discrete models is proposed.
ISSN:0006-3444
1464-3510
DOI:10.1093/biomet/78.3.691