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Coefficient of Determination
The coefficient of determination, R2, is a useful measure of the overall value of the predictor variable(s) in predicting the outcome variable in the linear regression setting. R2 indicates the proportion of the overall sample variance of the outcome that is predicted or explained by the variation of the predictor variable, or in the case of multiple linear regression, by the set of predictors.
For example, an R2 of 0.35 indicates that 35% of the variation in the outcome has been explained just by predicting the outcome using the covariates included in the model. Thirty-five percent might be a very high portion of variation to predict in a field such as the social sciences; in other fields such as rocket science, one would expect the ...
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