Okuzeka
Statistics vocabulary · Regression and Correlation

R-squared

Meaning in statistics, with examples

/ˌɑːr ˈskwerd/nounCore term

In statistics, R-squared means: The share of the variation in the outcome variable that a regression model explains, ranging from 0 to 1; also called the coefficient of determination.

In Turkish: R-kare, belirlilik katsayısı, belirleme katsayısı

How it is used

Written R² and often reported as a percentage: 'the model explains 34% of the variance'. It always rises when predictors are added, so adjusted R-squared is used to compare models with different numbers of predictors. A high R-squared does not prove that a model is correct.

Example sentences

  1. The model had an R-squared of 0.34, so most of the variation in sales remains unexplained.

  2. Adjusted R-squared went down when we added the extra variables.

Common collocations

  • adjusted R-squared
  • high R-squared
  • an R-squared of 0.6
  • increase in R-squared
  • regressionA family of methods for modelling how an outcome variable changes with one or more predictor variables, used both to explain relationships and to make predictions.
  • linear regressionA regression method that models the outcome as a straight-line function of one or more predictors, estimating an intercept and one slope per predictor.
  • goodness of fitHow well a model or a theoretical distribution matches the observed data, measured with statistics such as R-squared, chi-square or information criteria.
  • varianceThe average of the squared distances between each value and the mean; it measures spread, and its square root is the standard deviation.
  • correlation coefficientA number between −1 and +1 that measures the strength and direction of the linear relationship between two variables; 0 means there is no linear relationship.

More terms: Regression and Correlation

Practise with graded reading

Reading at the right level is the fastest way to make new words stick. Pick free English books by level: