| 释义 |
coefficient of determination
coefficient of determination[¦kō·ə′fish·ənt əv di‚tər·mə′nā·shən] (statistics) A statistic which indicates the strength of fit between two variables implied by a particular value of the sample correlation coefficient r. Designated by r 2. Coefficient of determination
Coefficient of determinationA 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 explained by the market portfolio return. Also known as R-square.R SquareIn statistics, the percentage of a portfolio's performance explainable by the performance of a benchmark index. The R square is measured on a scale of 0 to 100, with a measurement of 100 indicating that the portfolio's performance is entirely determined by the benchmark index, perhaps by containing securities only from that index. A low R square indicates that there is no significant relationship between the portfolio and the index. An R Square is also called the coefficient of determination. See also: Beta.AcronymsSeecause of death |