Statistic that measures the proportion of the variation in the dependent variable that is associated with the statistical regression of an independent variable. Can be calculated by taking the square [..]

The statistic or number determined by squaring the correlation coefficient. Represents the amount of variance accounted for by that correlation.

In regression analysis this is a statistic (designated as r-squared) indicating the percentage of the change occurring in the dependent variable that is explained by the change in the independent vari [..]

Definition A measure of the correlation between the dependent and independent variables in a regression analysis.

The ratio of the explained variation to the total variation is called the coefficient of determination. This is a measure of predicitive reliability, and is defined as the correlation coefficient squa [..]

A coefficient, ranging between 0 and 1, that indicates the goodness of fit of a regression model.

Evaluation of the accuracy or appropriateness of relationship between variables that are dependent and independent in a regression analysis. For example, the variation percentage in an asset’s return [..]

A measure of how much the variability of one given variable depends on its relationship with another given variable. It is calculated by squaring the value of the linear correlation, r. For example, i [..]

See R-squared.

A measure of effect size that indexes the proportion of variations on one dependent variable that can be explained by the variations on a second dependent variable.

The percent of the total variation in the dependent variable explained by the independent variables.

Same as R-squared.

R-squared. The proportion of the variation in the data explained by the model.

This is the square of the product-moment correlation between two variables (r²). It expresses the amount of common variation between the two variables. See also, Hays, 1988.

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 expla [..]