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R-Square
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| | R | R-SquareA mathematical term describing how much variation is being explained by the X.
Rsq = 1 - SS(regression)/SS(total), Assuming "SS" = Sum Squared error, and that "SS(total)" means the variance in the data. This should be obvious, as R-squared approaches unity as a regression approaches a perfect fit.(i.e., Rsq = 1 - sum((data - regression)^2))/sum((data - datamean).^2))
The R-squared value is the fraction of the variance (not 'variation') in the data that is explained by a regression.
Posted By: Modified By: Dom Layfield Last Modified: May. 4, 2003
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