The inequality between the coefficient of determination and the sum of squared simple correlation coefficients

被引:15
|
作者
Shieh, GW [1 ]
机构
[1] Natl Chiao Tung Univ, Dept Management Sci, Hsinchu 30050, Taiwan
来源
AMERICAN STATISTICIAN | 2001年 / 55卷 / 02期
关键词
coefficient of determination; multiple regression; simple correlation coefficient;
D O I
10.1198/000313001750358437
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The inequality between the coefficient of determination and the sum of two squared simple correlation coefficients in a two-variable regression model is reexamined through two relative measures. They are the relative coefficient of determination and the relative simple correlation, which are the ratio of the coefficient of determination to the sum of squares of the two simple correlations and the ratio of two simple correlations, respectively. This approach not only permits new insights into their relationship hut also allows clear and informative visual representations of various aspects of the counterintuitive condition. We consider the occurrence and corresponding magnitude? probability and expected magnitude of the enhancement-synergism situation. Numerical examples are presented to illustrate these phenomena.
引用
收藏
页码:121 / 124
页数:4
相关论文
共 50 条