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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. Pseudo-R-squared - Wikipedia

    en.wikipedia.org/wiki/Pseudo-R-squared

    The last value listed, labelled “r2CU” is the pseudo-r-squared by Nagelkerke and is the same as the pseudo-r-squared by Cragg and Uhler. Pseudo-R-squared values are used when the outcome variable is nominal or ordinal such that the coefficient of determination R 2 cannot be applied as a measure for goodness of fit and when a likelihood ...

  4. Linear trend estimation - Wikipedia

    en.wikipedia.org/wiki/Linear_trend_estimation

    All have the same trend, but more filtering leads to higher r 2 of fitted trend line. The least-squares fitting process produces a value, r-squared (r 2), which is 1 minus the ratio of the variance of the residuals to the variance of the dependent variable. It says what fraction of the variance of the data is explained by the fitted trend line.

  5. 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 ...

  6. Residual sum of squares - Wikipedia

    en.wikipedia.org/wiki/Residual_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 ...

  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. Taylor diagram - Wikipedia

    en.wikipedia.org/wiki/Taylor_diagram

    The bias, like the standard deviation, should also be normalized in order to plot multiple parameters on a single diagram. Furthermore, the mean square difference between a model and the data can be calculated by adding in quadrature the bias and the standard deviation of the errors.

  9. Reduced chi-squared statistic - Wikipedia

    en.wikipedia.org/wiki/Reduced_chi-squared_statistic

    The standard deviation is the square root of the variance. When individual determinations of an age are not of equal significance, it is better to use a weighted mean to obtain an "average" age, as follows: x ¯ ∗ = ∑ i = 1 N w i x i ∑ i = 1 N w i . {\displaystyle {\overline {x}}^{*}={\frac {\sum _{i=1}^{N}w_{i}x_{i}}{\sum _{i=1}^{N}w_{i}}}.}