TERMIUM Plus®

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COEFFICIENT CORRELATION MULTIPLE [1 record]

Record 1 2016-03-07

English

Subject field(s)
  • Probability (Statistics)
  • Statistical Surveys
CONT

The multiple correlation coefficient, R, is the correlation coefficient between the observed values of Y and the predicted values of Y. For this reason, the value of R will always be positive and will take on a value between zero and one. The direction of the multivariate relationship between the independent and dependent variables can be observed in the sign, positive or negative, of the regression weights. The interpretation of R is similar to the interpretation of the correlation coefficient, the closer the value of R to one, the greater the linear relationship between the independent variables and the dependent variable.

French

Domaine(s)
  • Probabilités (Statistique)
  • Sondages et enquêtes (Statistique)
CONT

Dans le cas d'une régression linéaire, le carré du coefficient de corrélation multiple de Z en X, Y est le carré du coefficient de corrélation linéaire entre les valeurs z et les valeurs [...] fournies par l'équation de régression.

Spanish

Campo(s) temático(s)
  • Probabilidad (Estadística)
  • Encuestas estadísticas
DEF

Coeficiente de correlación entre los valores reales de la variable "dependiente" en regresión múltiple y los valores dados por la ecuación de regresión.

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