Calculadora de Coeficiente de Determinación Gratis

Calcula R² para medir qué proporción de la variabilidad es explicada por el modelo de regresión.

R-squared

0.722500

Variance Explained (%)72.2500
1 - R-squared0.277500
Unexplained Variance (%)27.7500

R-squared vs Correlation Coefficient (r)

Fórmula

How to Calculate the Coefficient of Determination

Formula

R-squared = r^2

R-squared is the square of the Pearson correlation coefficient. It represents the proportion of variance in the dependent variable that is predictable from the independent variable. The remaining 1 - R^2 is unexplained variance.

Ejemplo Resuelto

If r = 0.85, how much variance does X explain in Y?

  1. 01R-squared = 0.85^2 = 0.7225
  2. 02X explains 72.25% of the variance in Y
  3. 03Unexplained variance = 1 - 0.7225 = 0.2775 or 27.75%

Preguntas Frecuentes

What is a good R-squared value?

It depends on the field. In physical sciences, R^2 > 0.9 is typical. In social sciences, R^2 > 0.3 may be noteworthy. In stock prediction, even R^2 = 0.05 can be valuable.

Can R-squared be negative?

In simple linear regression, R^2 = r^2 and is always between 0 and 1. In multiple regression with poor models, adjusted R-squared can be negative, indicating the model is worse than simply predicting the mean.

What is adjusted R-squared?

Adjusted R-squared penalizes for the number of predictors. It can decrease if a predictor does not improve the model enough to justify the lost degree of freedom. It is preferred for comparing models with different numbers of predictors.

Aprender

Understanding the Normal Distribution

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