Statistics - R (Big R)


R (Big R) is a complex model with multiple correlation coefficient. R is an accuracy statistic for the overall model.

R is:

  • the correlation between the predicted scores and the observed scores

R tells:

  • how well the model are doing in predicting the observed scores.

For a simple regression, R (Big R) is just the correlation coefficient, little r squared but when we build bigger models with more and more predictors we will get a multiple correlation coefficient and particularly R squared.

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