Statistics - R (Big R)

1 - About

R (Big R) is a complex model with multiple correlation coefficient. R is an accuracy statistic for the overall model.

R is:

  • the correlation between the predicted scores and the observed scores

R tells:

  • how well the model are doing in predicting the observed scores.

For a simple regression, R (Big R) is just the correlation coefficient, little r squared but when we build bigger models with more and more predictors we will get a multiple correlation coefficient and particularly R squared.

data_mining/big_r.txt · Last modified: 2014/02/16 21:59 by gerardnico