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

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

4921 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
Externally published	Yes

Keywords

Discrete probability
Log likelihood
Multiple correlation coefficient
Regression model
Residual variation

ASJC Scopus subject areas

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

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10.1093/biomet/78.3.691

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title = "A note on a general definition of the coefficient of determination",

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.",

keywords = "Discrete probability, Log likelihood, Multiple correlation coefficient, Regression model, Residual variation",

author = "Nagelkerke, \{N. J.D.\}",

year = "1991",

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AB - 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.

KW - Discrete probability

KW - Log likelihood

KW - Multiple correlation coefficient

KW - Regression model

KW - Residual variation

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M3 - Comment/debate

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JF - Biometrika

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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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