The coefficient of determination (r2) represents the percent of variation in a dependent variable that is explained by the independent variable(s) in a regression model. A higher r2 value indicates the model explains more of the observed variation, while a lower value means more remains unexplained. Pearson's correlation coefficient (r) measures the strength and direction of the linear relationship between two variables from -1 to 1. A significance value (p-value) indicates whether the correlation likely reflects reality or is due to chance. Both r2 and r are important statistics for understanding relationships between variables in data.
The coefficient of determination (r2) represents the percent of variation in a dependent variable that is explained by the independent variable(s) in a regression model. A higher r2 value indicates the model explains more of the observed variation, while a lower value means more remains unexplained. Pearson's correlation coefficient (r) measures the strength and direction of the linear relationship between two variables from -1 to 1. A significance value (p-value) indicates whether the correlation likely reflects reality or is due to chance. Both r2 and r are important statistics for understanding relationships between variables in data.
The coefficient of determination (r2) represents the percent of variation in a dependent variable that is explained by the independent variable(s) in a regression model. A higher r2 value indicates the model explains more of the observed variation, while a lower value means more remains unexplained. Pearson's correlation coefficient (r) measures the strength and direction of the linear relationship between two variables from -1 to 1. A significance value (p-value) indicates whether the correlation likely reflects reality or is due to chance. Both r2 and r are important statistics for understanding relationships between variables in data.
The coefficient of determination (r2) represents the percent of variation in a dependent variable that is explained by the independent variable(s) in a regression model. A higher r2 value indicates the model explains more of the observed variation, while a lower value means more remains unexplained. Pearson's correlation coefficient (r) measures the strength and direction of the linear relationship between two variables from -1 to 1. A significance value (p-value) indicates whether the correlation likely reflects reality or is due to chance. Both r2 and r are important statistics for understanding relationships between variables in data.
Coefficient of Determination (r2) and Pearson Correlation
Coefficient (r) Coefficient of Determination (r2) This is a percent of the variation observed in a relationship between dependent and independent variables. r squared tells you how much of the differences you see in your dependent variable can be explained using your independent variables. This is very helpful when looking at regression models. A large r square suggests that the model explains most of the variation you see in your dependent variable while a small r square suggests that much of what you see remains unexplained. For Example: Consider the variation in BMI you see in a typical grocery store. What explains that variation? (Perhaps genetics, physical activity, eating habits, or some other unknown qualities) If the people were surveyed and their behavior compared to genetics, and their BMI you might get an r square of 40%. That would mean that the 3 factors you examined account for 40% of the differences in BMI, but 60% is still unknown.
r squared- Week 9 power point indicated that the larger the r square is the better fit. r squared is called the coefficient of determination and is the proportion of variability in a data set that is accounted for by the statistical model. It is the fraction of the variance of the dependent variable and explained by the independent variable included in the regression model. There is no formal hypothesis testing to be conducted regarding r squared. Generally the higher the r squared value the better is the model fitness.
Pearson's Correlation Coefficient (population) r:
Pearson's product moment correlation coefficient is a measure of how correlated 2 or more variables are. r is expressed as a number between -1 and 1 and represents the strength of the association of these variables. An r of 0 means there is absolutely no association, whereas both
-1 and 1 represent a perfect relationship (very, very rare). The interpretation of the strength of association can be tricky as it is based on a range of values. A small correlation is usually considered anything between +/- 0.26 to 0.49, a medium is between +/- 0.50 to 0.69, and a large is between +/- 0.70 to 0.89.
When to use r - Hypothesis testing can be conducted on the regression coefficients.
r is a measure of the strength and direction of the linear relationship between two variables. r is also called the Pearson Product Moment Correlation Coefficient. It ranges between -1 and +1. When r is near -1 we have an inverse strong linear association. When r is near +1 there is a positive strong linear association between the two variables. r values near 0 almost no linear association between the two variables. r = 0 doesn't prove that there is no association between the two variables. It shows that there is no linear correlation; the two variables might be correlated non-linearly.
p in correlation The p-values (probabilities) for the hypothesis test about the population correlation coefficient. If r = 0.356, and p < 0.01, then you can conclude that the corresponding population correlation coefficient is significantly different from 0. Here the null hypothesis claims that the population correlation coefficient is 0, the alternative claims that the population correlation coefficient is different from 0.
Interpretation: How to interpret the p value
Think of the values as similar to effect sizes (other examples of an effect size is the actual difference observed in a t test and the odds ratio) and it is easier to understand the relationship of r to p. Remember that p is related to the likelihood of a type 1 error. p tells you whether the conclusions you reach about a relationship based on the effect size are a reflection of reality or the result of chance error. It is related to the size of the effect observed as well as the sample size. An r of .20 may have a p of .01. This means it is a good reflection of the reality but not that
it is a significant correlation. It is statistically significant in that it is reasonably accurate based on the sample, but an r of .20 is a very low correlation. Interpretation can be tricky. It again speaks to what is statistically significant versus what is clinically significant, but whereas you can simply state that the results of the t test are significant, you should not simply state the results of the correlation are statistically significant without also including the interpretation of the strength of the association.
Coefficient of Determination (r2) (Calculate by dividing the sum of squares due to regression by the sum of squares about the mean) Percent of the variation observed in a relationship between dependent and independent variables Measure of how much of the variation in Y is accounted for by X
Also the square of the sample Pearson correlation coefficient between Y and X but does not necessarily measure the strength of the linear association between the two variables
r2 tells you how much of the differences you see in the dependent variable can be explained using the independent variables
Large r2 suggests that the model explains most of the variation seen in the dependent variable
Small r2 suggests that much of what is seen remains unexplained
Generally the higher the r2 value the better the model fitness
Example: Consider the variation in BMI you see in a typical grocery store. What explains that variation? (Perhaps genetics, physical activity, eating habits, or some other unknown qualities) If the people were surveyed and their behavior compared to genetics, and their BMI you might get an r square of 40%. That would mean that the 3 factors you examined account for 40% of the differences in BMI, but 60% is still unknown.
