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25 votes
3 answers
14k views

Coefficient of Determination ($r^2$): I have never fully grasped the interpretation

I want to fully grasp the notion of $r^2$ describing the amount of variation between variables. Every web explanation is a bit mechanical and obtuse. I want to "get" the concept, not just mechanically ...
JackOfAll's user avatar
  • 3,017
4 votes
2 answers
521 views

Why do we use $R^2$ instead of $R$ in linear regression?

$R^2$ equals the "amount of variance explained by the model". However, we rarely use variance in descriptive statistics. We say a sample's weight is 78 ± 13 kg, which is $\bar x$ ± $\sigma$ (...
J. Park's user avatar
  • 51