The Sample Multiple Correlation Coefficient, R, is a measure of the strength of the association between the independent (explanatory) variables and the one dependent (prediction) variable.
Interpretation of R
Unlike the simple correlation coefficient, r, which tells both the strength and direction of the association, R tells only the strength of the association. R is never a negative value. This can be seen from the formula below, since the square root of this value indicates the positive root.
Formula for R
Formula for two independent variables, X1 and X2:
For more info on the formula click here.
When we have more than 2 independent variables, it is usually easiest to use matrices for the computations. A good reference for this is Neter, et al., 1996.
|1||perfect linear relationship|
|0||no linear relationship|
* No other values of R have precise
definitions of strength. See the chart below.
Learn the procedure for calculating the multiple correlation
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