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Coefficient of Multiple Determination

Statistics • Multiple Regression

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Compute and interpret the coefficient of multiple determination: R2 and (optionally) adjusted R2, and see how they change as predictors are added.

1) Data input

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Tip: include a header row. Rows with missing/non-numeric values in selected columns will be dropped.

2) Choose response and predictors

Model A predictors
Detect columns to choose predictors.

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Variance decomposition
R2 = —

Explained vs unexplained variance

Stacked bar: SSR (explained) vs SSE (unexplained). Updates when predictors change.

R2 vs number of predictors

Nested models built by adding Model A predictors in the checklist order.

Incremental gains (waterfall)

ΔR2 from adding each predictor (Model A order).

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Frequently Asked Questions

What is the coefficient of multiple determination (R^2) in multiple regression?

R^2 measures the proportion of variability in the response variable y explained by the selected predictors in the model. Values closer to 1 indicate more of the variance in y is explained by the predictors.

How is R^2 computed from sums of squares?

R^2 is computed using the variance decomposition with total variability SST and explained variability SSR. A common form is R^2 = SSR / SST, which is equivalent to 1 - SSE / SST.

What is the difference between R^2 and adjusted R^2?

Adjusted R^2 penalizes adding predictors that do not meaningfully improve the model, accounting for sample size and the number of predictors. It can decrease when you add weak predictors, while R^2 typically does not.

Why does R^2 usually increase when I add more predictors?

Adding predictors gives the model more flexibility to fit the observed data, which tends to reduce SSE and increase R^2. This is why adjusted R^2 is useful for balancing fit against model complexity.

How do I compare two regression models with this calculator?

Turn on Compare two models, then choose predictors for Model A and Model B. The calculator reports each model's R^2 (and adjusted R^2 if enabled) and shows the difference between the two models.