A note on a general definition of the coefficient of determination

N. J.D. Nagelkerke

doi:10.1093/biomet/78.3.691

A note on a general definition of the coefficient of determination

N. J.D. Nagelkerke

Department of Public Health Institute

Research output: Contribution to journal › Comment/debate › peer-review

3929 Citations (Scopus)

Abstract

SUMMARY: A generalization of the coefficient of determination R² to general regression models is discussed. A modification of an earlier definition to allow for discrete models is proposed.

Original language	English
Pages (from-to)	691-692
Number of pages	2
Journal	Biometrika
Volume	78
Issue number	3
DOIs	https://doi.org/10.1093/biomet/78.3.691
Publication status	Published - Sept 1991

Keywords

Discrete probability
Log likelihood
Multiple correlation coefficient
Regression model
Residual variation

ASJC Scopus subject areas

Statistics and Probability
Mathematics(all)
Agricultural and Biological Sciences (miscellaneous)
Agricultural and Biological Sciences(all)
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1093/biomet/78.3.691

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abstract = "SUMMARY: A generalization of the coefficient of determination R2 to general regression models is discussed. A modification of an earlier definition to allow for discrete models is proposed.",

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KW - Multiple correlation coefficient

KW - Regression model

KW - Residual variation

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A note on a general definition of the coefficient of determination

Abstract

Keywords

ASJC Scopus subject areas

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