COEFFICIENT OF DETERMINATION


Meaning of COEFFICIENT OF DETERMINATION in English

A 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-squared .

Campbell R. Harvey. Hypertextual finance English glossary.      Английский словарь гипертекстовых финансов.