## Coefficient of partial determination versus R2R^2

In Applied Linear Statistical Models (Kutner, Nachtsheim, Neter, Li) one reads the following on the coefficient of partial determination: A coefficient of partial determination can be interpreted as a coefficient of simple determination. Consider a multiple regression model witht two X variables. Suppose we regress Y on X2 and obtain the residuals: ei(Y|X2)=Yi−ˆYi(X2) where ˆYi(X2) … Read more