Can the coefficient of correlation be equal to the coefficient of determination?

Let's take a look at some examples so we can get some practice interpreting the coefficient of determination r2 and the correlation coefficient r.

Example 1. How strong is the linear relationship between temperatures in Celsius and temperatures in Fahrenheit? Here's a plot of an estimated regression equation based on n = 11 data points:

Can the coefficient of correlation be equal to the coefficient of determination?

Statistical software reports that r2 = 100% and r = 1.000. Both measures tell us that there is a perfect linear relationship between temperature in degrees Celsius and temperature in degrees Fahrenheit. We know that the relationship is perfect, namely that Fahreheit = 32 + 1.8 × Celsius. It should be no surprise then that r2 tells us that 100% of the variation in temperatures in Fahrenheit is explained by the temperature in Celsius.

Example 2. How strong is the linear relationship between the number of stories a building has and its height? One would think that as the number of stories increases, the height would increase, but not perfectly. Some statisticians compiled data on a set of n = 60 buildings reported in the 1994 World Almanac (bldgstories.txt). Statistical software reports r2 = 90.4% and r = 0.951 and produced the following plot:

Can the coefficient of correlation be equal to the coefficient of determination?

The positive sign of r tells us that the relationship is positive — as number of stories increases, height increases — as we expected. Because r is close to 1, it tells us that the linear relationship is very strong, but not perfect. The r2 value tells us that 90.4% of the variation in the height of the building is explained by the number of stories in the building.

Example 3. How strong is the linear relationship between the age of a driver and the distance the driver can see? If we had to guess, we might think that the relationship is negative — as age increases, the distance decreases. A research firm (Last Resource, Inc., Bellefonte, PA) collected data on a sample of n = 30 drivers (signdist.txt).Statistical software reports that reports that r2 = 64.2% and r = -0.801 and produced the following output:

Can the coefficient of correlation be equal to the coefficient of determination?

The negative sign of r tells us that the relationship is negative — as driving age increases, seeing distance decreases — as we expected. Because r is fairly close to -1, it tells us that the linear relationship is fairly strong, but not perfect. The r2 value tells us that 64.2% of the variation in the seeing distance is reduced by taking into account the age of the driver.

Example 4. How strong is the linear relationship between the height of a student and his or her grade point average? Data were collected on a random sample of n = 35 students in a statistics course at Penn State University (heightgpa.txt).Statistical software reports that r2 = 0.3% and r = -0.053 and produced the following output:

Can the coefficient of correlation be equal to the coefficient of determination?

Because r is quite close to 0, it suggests — not surprisingly, I hope — that there is next to no linear relationship between height and grade point average. Indeed, the r2 value tells us that only 0.3% of the variation in the grade point averages of the students in the sample can be explained by their height. In short, we would need to identify another more important variable, such as number of hours studied, if predicting a student's grade point average is important to us.

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.

Interpreting the coefficient of determination
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.

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).

What is the coefficient of determination?

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.

Example: Coefficient of determinationImagine that you perform a simple linear regression that predicts students’ exam scores (dependent variable) from their time spent studying (independent variable).
  • If the R2 is 0, the linear regression model doesn’t allow you to predict exam scores any better than simply estimating that everyone has an average exam score.
  • If the R2 is between 0 and 1, the model allows you to partially predict exam scores. The model’s estimates are not perfect, but they’re better than simply using the average exam score.
  • If the R2 is 1, the model allows you to perfectly predict anyone’s exam score.

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:

  • The observations are shown as dots.
  • The model’s predictions (the line of best fit) are shown as a black line.
  • The distance between the observations and their predicted values (the residuals) are shown as purple lines.

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:

Can the coefficient of correlation be equal to the coefficient of determination?

Note: The coefficient of determination is always positive, even when the correlation is negative.

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:

Can the coefficient of correlation be equal to the coefficient of determination?

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:

   

Can the coefficient of correlation be equal to the coefficient of determination?

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:

   

Can the coefficient of correlation be equal to the coefficient of determination?

This value can be used to calculate the coefficient of determination (R²) using Formula 1:

   

Can the coefficient of correlation be equal to the coefficient of determination?

   

Can the coefficient of correlation be equal to the coefficient of determination?

   

Can the coefficient of correlation be equal to the coefficient of determination?

Formula 2: Using the regression outputs

Formula 2:

   

Can the coefficient of correlation be equal to the coefficient of determination?

Where:

  • RSS = sum of squared residuals
  • TSS = total sum of squares
Example: Calculating R² using regression outputsAs part of performing a simple linear regression that predicts students’ exam scores (dependent variable) from their study time (independent variable), you calculate that:

   

Can the coefficient of correlation be equal to the coefficient of determination?

   

Can the coefficient of correlation be equal to the coefficient of determination?

These values can be used to calculate the coefficient of determination (R²) using Formula 2:

   

Can the coefficient of correlation be equal to the coefficient of determination?

   

Can the coefficient of correlation be equal to the coefficient of determination?

   

Can the coefficient of correlation be equal to the coefficient of determination?

   

Can the coefficient of correlation be equal to the coefficient of determination?

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Can the coefficient of correlation be equal to the coefficient of determination?
Can the coefficient of correlation be equal to the coefficient of determination?

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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
Minimum coefficient of determination (R²) valueEffect size interpretation
.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.
Example: Reporting r² in APA StyleStudents’ exam scores were predicted by their study time, r² = .71, F(1,32) = 7.33, p = .003.

Practice questions

Frequently asked questions about the coefficient of determination

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Is correlation coefficient same as correlation of determination?

The Pearson correlation coefficient (r) is used to identify patterns in things whereas the coefficient of determination (R²) is used to identify the strength of a model.

Is correlation equal to R2?

The correlation, denoted by r, measures the amount of linear association between two variables. r is always between -1 and 1 inclusive. The R-squared value, denoted by R 2, is the square of the correlation.

Can both the coefficient of determination and correlation be negative?

Because the coefficient of determination is the result of squaring the correlation coefficient, the coefficient of determination cannot be negative. (Even if the correlation is negative, squaring it will result in a positive number.)

What does it mean if the coefficient of determination R2 is equal to?

The coefficient of determination is a number between 0 and 1 that measures how well a statistical model predicts an outcome. ... Coefficient of Determination (R²) | Calculation & Interpretation..