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Coefficient of Determination (R²)

= −

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Example: five students studied 1, 2, 3, 4 and 5 hours for an exam and scored 52, 58, 65, 70 and 80. How much of the variation in the scores do the hours of study explain? Change the values to work out your own case.

Step by step

    What each term means

    Coefficient of Determination (R²)
    The share of the variation in y that the line explains, from 0 to 1. R² = 0.9 means 90% of the variation goes away once x is taken into account.
    One Minus the Residual Share
    Everything except what the line doesn't explain. Since the total variation splits exactly into an explained part and a residual part, subtracting the residual share from 1 gives the explained share.
    Residual Sum of Squares
    The variation left after the line: the distance from each y to its predicted value ŷ, squared. It is what the least-squares line makes as small as possible.
    Total Sum of Squares
    The variation of y around its own mean, without using x. It is the yardstick: how much there would be to explain.