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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. Regression validation - Wikipedia

    en.wikipedia.org/wiki/Regression_validation

    One measure of goodness of fit is the coefficient of determination, often denoted, R 2. In ordinary least squares with an intercept, it ranges between 0 and 1. However, an R 2 close to 1 does not guarantee that the model fits the data well. For example, if the functional form of the model does not match the data, R 2 can be high despite a poor ...

  4. Total operating characteristic - Wikipedia

    en.wikipedia.org/wiki/Total_operating_characteristic

    For example, at threshold 74, it is evident that the x coordinate is 0.2 and the y coordinate is 0.3. However, these two values are insufficient to construct all entries of the underlying two-by-two contingency table.

  5. Canonical analysis - Wikipedia

    en.wikipedia.org/wiki/Canonical_analysis

    In statistics, canonical analysis (from Ancient Greek: κανων bar, measuring rod, ruler) belongs to the family of regression methods for data analysis. Regression analysis quantifies a relationship between a predictor variable and a criterion variable by the coefficient of correlation r, coefficient of determination r 2, and the standard regression coefficient β.

  6. Kling–Gupta efficiency - Wikipedia

    en.wikipedia.org/wiki/Kling–Gupta_efficiency

    The Kling–Gupta efficiency (KGE) is a goodness-of-fit indicator widely used in the hydrologic sciences for comparing simulations to observations. It was created by hydrologic scientists Harald Kling and Hoshin Vijai Gupta. [1]

  7. List of analyses of categorical data - Wikipedia

    en.wikipedia.org/wiki/List_of_analyses_of...

    Kuder–Richardson Formula 20; Linear discriminant analysis; Multinomial distribution; Multinomial logit; Multinomial probit; Multiple correspondence analysis; Odds ratio; Poisson regression; Powered partial least squares discriminant analysis; Qualitative variation; Randomization test for goodness of fit; Relative risk; Stratified analysis ...

  8. 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 ...

  9. Bayesian linear regression - Wikipedia

    en.wikipedia.org/wiki/Bayesian_linear_regression

    Bayesian linear regression is a type of conditional modeling in which the mean of one variable is described by a linear combination of other variables, with the goal of obtaining the posterior probability of the regression coefficients (as well as other parameters describing the distribution of the regressand) and ultimately allowing the out-of-sample prediction of the regressand (often ...