What is R Squared 🌱

Last updated on March 13, 2021

$R^{2}$ is the proportion of variance explained in the independent variable by the dependent variable. It can be calculated as follows where $\bar{y} = \frac{1}{n} \sum_{i}^{n} y_{i}$ and ${\hat{y}}_{i}$ are the predictions of $y_{i}$ from the dependent variables $x_{i}$ :

R^{2} (y, \hat{y}) = 1 - \frac{\sum_{i = 1}^{n} {(y_{i} - {\hat{y}}_{i})}^{2}}{\sum_{i = 1}^{n} {(y_{i} - \bar{y})}^{2}}

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