What does r 2 mean in statistics Meaning and Definition
What does r2 mean in statistics
Pronunciation
/(ɹ²)/
Part of Speech
Noun
Definition
In statistics, r2 (coefficient of determination) is a measure of the goodness of fit of a regression model, which represents the proportion of the variance in the dependent variable that is predictable from the independent variable(s). It measures the strength of the linear relationship between two variables.
Examples
- The model had an r2 value of 0.85, indicating a strong relationship between age and income.
- The researcher used an r2 value to evaluate the effectiveness of their regression model.
Synonyms
- R-squared
- Coherency
Antonyms
- Irrelevance
- Dissonance
Etymology
The term “r2” comes from the notation in linear regression analysis, where “r” represents the correlation coefficient and “²” represents the square of the coefficient.
Usage Notes
When using r2, it’s essential to consider the correlation coefficient’s confidence interval and p-value to determine the significance of the relationship.
Cultural References
R2 has been referenced in various scientific and media outlets, such as The Economist and Scientific American.
Idiomatic Expressions or Phrases
“R-squared” has become an idiomatic expression to describe the strength of a relationship between two variables.
Related Words or Phrases
Correlation coefficient, Coefficient of determination, Regression analysis
Collocations
High r2, low r2, significant r2, non-significant r2
Frequency of Use
R2 is widely used in fields such as economics, psychology, and medicine, with a high frequency of use in research and academic publications.
Common Misspellings
r^2, r squared, r squared coefficient