coefficient of multiple determination

(symbol: R²) a numerical index that reflects the degree to which variation in a response or outcome variable (e.g., workers’ incomes) is accounted for by its relationship with two or more predictor variables (e.g., age, gender, years of education). More specifically, it is a measure of the percentage of variance in a dependent variable that is accounted for by its relationship with a weighted linear combination of a set of independent variables. Obtained by multiplying the value of the multiple correlation coefficient (R) by itself, the coefficient of multiple determination ranges in value from 0 to 1. Low values indicate that the outcome is relatively unrelated to the predictors, whereas values closer to 1 indicate that the outcome and the predictors are highly related. For example, if R = .40, then the coefficient of multiple determination is .40² = .16 and interpreted to mean 16% of the variance in outcome is explainable by the set of predictors. Also called multiple correlation coefficient squared; squared multiple correlation coefficient.

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Psychology term of the day

March 17th 2025

z -score transformation

a statistical procedure used to convert raw data into z scores, dimensionless quantities that may be interpreted without reference to the original units of measurement. It is performed by subtracting the reference value (the sample average) from each data point and dividing the difference by the standard deviation of the sample.