A note on a general definition of the coefficient of determination | Synapse
January 1, 1991
A note on a general definition of the coefficient of determination
Key Points
The aim is to generalize the coefficient of determination R2 for a broader range of regression models, including discrete ones.
Proposes a modification of the existing definition of R2 to accommodate discrete regression models.
Introduces a new framework for calculating the coefficient of determination in general regression contexts.
Abstract
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.