Some Interpretations of the Multiple Correlation Coefficient
作者:
DouglasC. Crocker,
期刊:
The American Statistician
(Taylor Available online 1972)
卷期:
Volume 26,
issue 2
页码: 31-33
ISSN:0003-1305
年代: 1972
DOI:10.1080/00031305.1972.10477345
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The multiple correlation coefficient, R (or r, in the simple case), is frequently used in evaluating regression models. Statistical significance is the usual criterion for judging R. Various views of itspracticalsignificance should also be considered. One practical measure is the percent reduction in the standard deviation of the response variable achieved by the model. A graph giving this as a function of R and percent loss in degrees of freedom is presented. This measure is compared with others which are sometimes appropriate.
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