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Multiple regression

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A multiple regression is a linear regression with more than one covariate (predictor variable). It can be viewed as a simple case of canonical correlation.

An equation used to predict a dependent variable, y from two independents, u and v is:

 

Multiple Regression Correlation Coefficient

The multiple regression correlation coefficient () is a measure of the proportion of variability explained by, or due to the regression (linear relationship) in a sample of paired data. It is a number between zero and one and a value close to zero suggests a poor model. [1]