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Kuinka laskea R-squared

Mikä on R-squared?

R² (coefficient of determination) measures the proportion of variance in the dependent variable that is predictable from the independent variable(s). R²=0.80 means 80% of variation in Y is explained by the model.

Vaiheittainen opas

  1. 1R² = 1 − SS_residual / SS_total
  2. 2SS_total = Σ(yi − ȳ)²
  3. 3SS_residual = Σ(yi − ŷi)²
  4. 4For simple linear regression: R² = r²

Ratkaistut esimerkit

Syöte
SS_total=100 · SS_residual=30
Tulos
R² = 0.70 — model explains 70% of variance
Reasonable for many real-world applications

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