The distinction between the square of a population correlation coefficient (ρ2) and of the true validity of a sample prediction equation (ρv2) as the parameters of interest in multiple correlation and in multiple prediction studies, respectively, is discussed. Real data are used to illustrate the comparison of two estimators for ρ2, RR2 (Ezekiel) and ROP2 (Olkin and Pratt), and of three estimators for ρv 2, RNL2 (Nicholson, Lord), RSD2 (Stein, Darlington) and RLO 2 (a jack-knife-like estimator). Interpretive approaches to, and problems in, multiple correlation/prediction estimation are discussed.
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