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The coefficient of determination resulting from a particular regression analysis was 0.85. Then, the correlation coefficient, assuming a positive linear relationship is 0.922.
The coefficient of determination, denoted R2 or r2 and pronounced "R-squared," is the proportion of predictable variation in the dependent variable from the independent variables.
R2 has several definitions, sometimes the same. One class of such cases involves simple linear regression where r2 is used instead of R2. If only one bin is included, r2 is simply the square of the sample correlation coefficient (that is, r) between the observed outcome and the observed prediction. If additional regressors are included, R2 is the square of the multiple correlation coefficient. In both cases, the coefficient of determination is usually between 0 and 1.
Regression analysis consists of a dependent variable (often called the "outcome" or "response" variable, or "label" in machine learning parlance) and one or more independent variables (often called "predictors"). ). ', 'covariate', 'explanatory variable' or 'feature'). The most common form of regression analysis is linear regression, which finds the best fit line (or more complex linear combination) to the data according to mathematical criteria. For example, the ordinary least-squares method computes a unique line (or hyperplane) that minimizes the sum of squared differences between the true data and that line (or hyperplane). For certain mathematical reasons (see linear regression), researchers can estimate the conditional expected value (or population mean) of the dependent variable given that the independent variable takes on a particular set of values . Less common forms of regression use slightly different techniques to estimate alternative site parameters (such as quantile regression and requirement analysis, or conditional expectations on a broader collection of nonlinear models. estimating values (such as nonparametric regression). Regression analysis is primarily used for two conceptually distinct purposes.
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