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The coefficient of determination (or squared multiple correlation coefficient) R2 is a common output from computer regression packages. We argue first that this statistic can be interpreted as an estimator of a population parameter only when the regressors are random. In such a model the variation of R2 is discussed, and a simple approximate confidence interval for the population coefficient of determination is proposed. Its use is illustrated on data from computerized tomography investigation of pigs.
Inge S. Helland (Sun,) studied this question.