Terms used in official statistics

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Coefficient of determination


Definition:

Measure of the fit of the regression function to the empirical data. Tells what part of the variability of the explained variable Y has been explained by the function of the explanatory variable X. The value of the determination coefficient is in the interval [0; 1]. The value of this factor closer to unity means that the regression function is more closely aligned with the empirical data.


High-level terms

Low-level terms:

Contact person on methodology:
Grzegorz Borowski
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