A note on a general definition of the coefficient of determination

N. J.D. Nagelkerke

Research output: Contribution to journalComment/debatepeer-review

3776 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 languageEnglish
Pages (from-to)691-692
Number of pages2
JournalBiometrika
Volume78
Issue number3
DOIs
Publication statusPublished - Sep 1991

Keywords

  • Discrete probability
  • Log likelihood
  • Multiple correlation coefficient
  • Regression model
  • Residual variation

ASJC Scopus subject areas

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

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