R-Square

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  1. A measure of the extent to which there is a correspondence between the observed values of an outcome variable and the predicted values from a Predictive Model. It is defined as the ratio of ratio of the proportion of variance of the outcome variable explained by the model divided by the total variation of the outcome variable.
  2. The squared Pearson's Product-Moment Correlation between two variables. Where the predictive model has only a single predictor variable, this definition is the same as the first definition.

Also known as

  • R-Squared
  • R^2
  • Proportion of variance explained.

See also

Adjusted R-Square

Notes