R square

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R square (R2)

Square of the correlation coefficient. The proportion of the variability in one series that can be explained by the variability of one or more other series a regression model. A measure of the quality of fit. 100% R-square means perfect predictability.

R Square

In statistics, the percentage of a portfolio's performance explainable by the performance of a benchmark index. The R square is measured on a scale of 0 to 100, with a measurement of 100 indicating that the portfolio's performance is entirely determined by the benchmark index, perhaps by containing securities only from that index. A low R square indicates that there is no significant relationship between the portfolio and the index. An R Square is also called the coefficient of determination. See also: Beta.
References in periodicals archive ?
Also p + r-squares along the new bridge are to move today~s car drivers for the change to the streetcar.
Nagelkerke's R-squares for the fitted binary logistic regression model was 93.
R-square values for school level covariates have not been computed yet, but a one year lagged student pretest appears to be highly effective in reducing variance between and within schools, more so than in reading (R-squares less than 0.
These R-squares are high, even after taking account of the large number of workforce characteristics used to explain unemployment.
For all linear regressions, transformations and nonlinear regressions were done but failed to substantially improve the r-squares.
With adjusted R-squares between 70% and 85% the models have an excellent fit.
The adjusted R-squares are disclosed as well as the F-statistic for each industry.
We report the averages of the regression R-squares for the conditional model regression.
Common sampling error across equations leads to OLS coefficient estimates and R-squares that are roughly proportional to the horizon under the null of no predictability.
We report validated R-squares and average cross-validated R-squares for all three outcomes.
The graphs for the empirical CDFs for across years within sites R-squares are presented in Fig.