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**

**Strength of the Association:**The strength of the association is measured by the sample Multiple Correlation Coefficient,^{ }can be any value from**0 to +1**.- The
**closer**, the*R*is to one**stronger****the linear association**is. - If
**R**, then there is^{ }equals zero**no linear association**between the dependent variable and the independent variables.

- The

Unlike the simple correlation coefficient, * r*, which tells both the

**Formula for R**

**Formula for two independent variables, X _{1 }and X_{2}:**

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.

R^{
}value |
Interpretation* |

1 | perfect linear relationship |

0 | no linear relationship |

*** ***No other values of R have precise
definitions of strength. See the chart below.
*

R^{
}value |
Interpretation |

0.9 | strong association |

0.5 | moderate association |

0.25 | weak association |

Learn the procedure for calculating the multiple correlation
coefficient

Regression Tutorial Menu Dictionary