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  2. Coefficient of determination - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_determination

    Ordinary least squares regression of Okun's law.Since the regression line does not miss any of the points by very much, the R 2 of the regression is relatively high.. In statistics, the coefficient of determination, denoted R 2 or r 2 and pronounced "R squared", is the proportion of the variation in the dependent variable that is predictable from the independent variable(s).

  3. Effect size - Wikipedia

    en.wikipedia.org/wiki/Effect_size

    In statistics, an effect size is a value measuring the strength of the relationship between two variables in a population, or a sample-based estimate of that quantity. It can refer to the value of a statistic calculated from a sample of data, the value of one parameter for a hypothetical population, or to the equation that operationalizes how statistics or parameters lead to the effect size ...

  4. Coefficient of multiple correlation - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_multiple...

    The coefficient of multiple correlation is known as the square root of the coefficient of determination, but under the particular assumptions that an intercept is included and that the best possible linear predictors are used, whereas the coefficient of determination is defined for more general cases, including those of nonlinear prediction and those in which the predicted values have not been ...

  5. Regression validation - Wikipedia

    en.wikipedia.org/wiki/Regression_validation

    For example, if the functional form of the model does not match the data, R 2 can be high despite a poor model fit. Anscombe's quartet consists of four example data sets with similarly high R 2 values, but data that sometimes clearly does not fit the regression line. Instead, the data sets include outliers, high-leverage points, or non-linearities.

  6. Polynomial regression - Wikipedia

    en.wikipedia.org/wiki/Polynomial_regression

    Polynomial regression fits a nonlinear relationship between the value of x and the corresponding conditional mean of y, denoted E(y |x). Although polynomial regression fits a nonlinear model to the data, as a statistical estimation problem it is linear, in the sense that the regression function E( y | x ) is linear in the unknown parameters ...

  7. Explained sum of squares - Wikipedia

    en.wikipedia.org/wiki/Explained_sum_of_squares

    The general regression model with n observations and k explanators, the first of which is a constant unit vector whose coefficient is the regression intercept, is = + where y is an n × 1 vector of dependent variable observations, each column of the n × k matrix X is a vector of observations on one of the k explanators, is a k × 1 vector of true coefficients, and e is an n × 1 vector of the ...

  8. Linear trend estimation - Wikipedia

    en.wikipedia.org/wiki/Linear_trend_estimation

    Should the cholesterol fall from 5.4 to 4.1 to 3.7, there is a clear linear trend. The same principle may be applied to the effects of allele/genotype frequency, where it could be argued that a single-nucleotide polymorphism in nucleotides XX, XY, YY are in fact a trend of no Y's, one Y, and then two Y's. [3]

  9. Goodness of fit - Wikipedia

    en.wikipedia.org/wiki/Goodness_of_fit

    Furthermore, the total observed count should be equal to the total expected count: = = where is the total number of observations. G-tests have been recommended at least since the 1981 edition of the popular statistics textbook by Robert R. Sokal and F. James Rohlf. [8]