| | InvestHub.com's
Finance Dictionary and Glossary of Investment Terms
Coefficient of determination
Definition 1.
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-square.
|
Definition 2.
A measure of the correlation between the dependent and independent variables in a regression analysis.
|
|
|