What is the R2?

The coefficient of determination, denoted R2 and pronounced “R squared”, is the proportion of the variance in the dependent variable (the response) that is explained (i.e., predictable) from the independent variables (the predictors).

It is an “absolute” index of goodness-of-fit, ranging from 0 to 1, and can be used for model performance assessment or models comparison.

Different types of R2

As models become more complex, the computation of an R2 becomes less straightforward.

Model_class r2_simple r2_Tjur
lm X
glm X