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A note on a general definition of the coefficient of determination

Nagelkerke N ...see all

Biometrika, vol. 78, issue 3 (1991) pp. 691-692

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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.

Author-supplied keywords

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

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  • N. J D Nagelkerke

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