
coefficient of determination
/ˌkoʊɪˌfɪʃənt əv dɪˌtɜːrmɪˈneɪʃən/
the proportion of variance explained by a model (R²)
coefficient of determination in a sentence
“An R² of 0.85 means the model explains 85% of variance.”
Origin of coefficient of determination
From coefficient + determination
Related Words
residual
the difference between observed and predicted values
heteroscedasticity
non-constant variance in the error terms of a regression
multicollinearity
high correlation among predictor variables
interpolation
estimating values within the range of known data
extrapolation
estimating values beyond the range of known data
spurious correlation
an apparent relationship caused by a third variable or chance