Also called "Coefficient of determination".

 

In Simple  Linear Regression (and Multiple Linear Regression), a number between 0 and 1 that tells of how well the Least Squares line fits the sample :

 

For more information on , please report to the tutorials on Simple and Multiple Linear Regression.

                                                                                     

R² (Adjusted)

is an optimistic estimation of the quality of a Linear Regression. Provided that some severe assumptions on data are met, a more realistic value, called "Adjusted R²" can be determined by computation only, without resorting to cumbersome validation techniques, .

 

For more information on , please report to the tutorials on Simple and Multiple Linear Regression.
 

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