The Coefficient of Non-Determination Calculator measures the proportion of unexplained variance in a dependent variable, given a model’s independent variables. It is the complement of the coefficient of determination (R²) and helps evaluate the effectiveness of a predictive model. A high coefficient of non-determination indicates that a significant portion of the variance is not explained by the model, whereas a low value suggests a well-fitting model.
This calculator falls under the statistical tools category and is commonly used in regression analysis, data science, and predictive modeling to assess the accuracy of models and identify areas for improvement.
Formula of Coefficient Of Non-Determination Calculator
The formula for calculating the Coefficient of Non-Determination is:
Coefficient of Non-Determination = 1 – R²
Where:
- R² is the coefficient of determination, representing the proportion of variance in the dependent variable explained by the independent variables.
Steps to Calculate
- Calculate R² using regression analysis or statistical software.
- Subtract R² from 1 to find the coefficient of non-determination.
Interpretation
- A value close to 1 indicates poor model fit, with most variance unexplained.
- A value close to 0 suggests a good model fit, with most variance explained.
Reference Table for Quick Insights
The table below provides general interpretations for various coefficients of non-determination:
| Coefficient of Non-Determination | Model Fit Interpretation |
|---|---|
| 0 | Perfect fit, all variance explained |
| 0.1 to 0.3 | Good fit, most variance explained |
| 0.4 to 0.6 | Moderate fit, some variance unexplained |
| 0.7 and above | Poor fit, most variance unexplained |
This table can guide users in assessing their model’s effectiveness without detailed calculations.
Example of Coefficient Of Non-Determination Calculator
Let’s consider a regression model where the coefficient of determination (R²) is 0.85. Calculate the coefficient of non-determination.
Step 1: Use the formula
Coefficient of Non-Determination = 1 – R²
Step 2: Substitute R² = 0.85
Coefficient of Non-Determination = 1 – 0.85
Step 3: Perform the calculation
Coefficient of Non-Determination = 0.15
Interpretation: The value of 0.15 indicates that 15% of the variance in the dependent variable is unexplained by the model, suggesting a strong fit.
Most Common FAQs
The coefficient of non-determination is the complement of R². Together, they account for the total variance in the dependent variable, with R² representing explained variance and the coefficient of non-determination representing unexplained variance.
It helps identify the limitations of a model by quantifying the unexplained variance, guiding improvements and highlighting areas where additional predictors may be necessary.
No, it cannot be negative. R² ranges from 0 to 1, so subtracting it from 1 always results in a non-negative value.