Published on April 22, 2022 by Shaun Turney. Revised on September 14, 2022. The coefficient of determination is a number between 0 and 1 that measures how well a statistical
model predicts an outcome. The coefficient of determination is often written as R2, which is pronounced as “r squared.” For simple linear regressions, a lowercase r is usually used instead (r2). The coefficient of determination (R²) measures how well a
statistical model predicts an outcome. The outcome is represented by the model’s dependent variable. The lowest possible value of R² is 0 and the highest possible value is 1. Put simply, the better a model is at making
predictions, the closer its R² will be to 1. More technically, R2 is a measure of goodness of fit. It is the proportion of variance in the dependent variable that is explained by the model. Graphing your linear regression data usually gives you a good clue as to whether its R2 is high
or low. For example, the graphs below show two sets of simulated data: You can see in the first dataset that when the R2 is high, the observations are close to the model’s
predictions. In other words, most points are close to the line of best fit:Coefficient of determination (R2)Interpretation 0
The model does not predict the outcome.
Between 0 and 1
The model partially predicts the outcome.
1
The model perfectly predicts the outcome.
What is the coefficient of determination?
In contrast, you can see in the second dataset that when the R2 is low, the observations are far from the model’s predictions. In other words, when the R2 is low, many points are far from the line of best fit:
Calculating the coefficient of determination
You can choose between two formulas to calculate the coefficient of determination (R²) of a simple linear regression. The first formula is specific to simple linear regressions, and the second formula can be used to calculate the R² of many types of statistical models.
Formula 1: Using the correlation coefficient
Formula 1:
Where r = Pearson correlation coefficient
Example: Calculating R² using the correlation coefficientYou are studying the relationship between heart rate and age in children, and you find that the two variables have a negative Pearson correlation:
This value can be used to calculate the coefficient of determination (R²) using Formula 1:
Formula 2: Using the regression outputs
Formula 2:
Where:
- RSS = sum of squared residuals
- TSS = total sum of squares
These values can be used to calculate the coefficient of determination (R²) using Formula 2:
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Interpreting the coefficient of determination
You can interpret the coefficient of determination (R²) as the proportion of variance in the dependent variable that is predicted by the statistical model.
Another way of thinking of it is that the R² is the proportion of variance that is shared between the independent and dependent variables.
You can also say that the R² is the proportion of variance “explained” or “accounted for” by the model. The proportion that remains (1 − R²) is the variance that is not predicted by the model.
If you prefer, you can write the R² as a percentage instead of a proportion. Simply multiply the proportion by 100.
R² as an effect size
Lastly, you can also interpret the R² as an effect size: a measure of the strength of the relationship between the dependent and independent variables. Psychologist and statistician Jacob Cohen (1988) suggested the following rules of thumb for simple linear regressions:
R² as an effect size.01 | Small |
.09 | Medium |
.25 | Large |
Be careful: the R² on its own can’t tell you anything about causation.
Example: Interpreting R²A simple linear regression that predicts students’ exam scores (dependent variable) from their study time (independent variable) has an R² of .71. From this R² value, we know that:- 71% of the variance in students’ exam scores is predicted by their study time
- 29% of the variance in student’s exam scores is unexplained by the model
- The students’ study time has a large effect on their exam scores
Studying longer may or may not cause an improvement in the students’ scores. Although this causal relationship is very plausible, the R² alone can’t tell us why there’s a relationship between students’ study time and exam scores.
For example, students might find studying less frustrating when they understand the course material well, so they study longer.
Reporting the coefficient of determination
If you decide to include a coefficient of determination (R²) in your research paper, dissertation or thesis, you should report it in your results section. You can follow these rules if you want to report statistics in APA Style:
- You should use “r²” for statistical models with one independent variable (such as simple linear regressions). Use “R²” for statistical models with multiple independent variables.
- You don’t need to provide a reference or formula since the coefficient of determination is a commonly used statistic.
- You should italicize r² and R² when reporting their values (but don’t italicize the ²).
- You shouldn’t include a leading zero (a zero before the decimal point) since the coefficient of determination can’t be greater than one.
- You should provide two significant digits after the decimal point.
- Very often, the coefficient of determination is provided alongside related statistical results, such as the F value, degrees of freedom, and p value.
Practice questions
Frequently asked questions about the coefficient of determination
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Turney, S. (2022, September 14). Coefficient of Determination (R²) | Calculation & Interpretation. Scribbr. Retrieved December 5, 2022, from //www.scribbr.com/statistics/coefficient-of-determination/
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