How did R-square get its name? I understand how its calculated and interpreted, but I do not understand the r and square part of it.
Asked
Active
Viewed 1,592 times
2
Ashrith
- 123
-
There is also a complementary question "Why is $r$ used to denote correlation?". – Richard Hardy Sep 23 '18 at 08:56
1 Answers
2
$R$, $r$, or Pearson's $r$ is the Pearson product-moment correlation coefficient, or simply correlation. In a linear regression with an intercept, $R^2$ is the squared correlation between the dependent variable and the fitted values; hence the R-squared. This is also supported by Wikipedia, with some additional information:
In linear least squares multiple regression with an estimated intercept term, $R^2$ equals the square of the Pearson correlation coefficient between the observed $y$ and modeled (predicted) $f$ data values of the dependent variable.
In a linear least squares regression with an intercept term and a single explanator, this is also equal to the squared Pearson correlation coefficient of the dependent variable $y$ and explanatory variable $x$.
Richard Hardy
- 67,272
-
1The more interesting question is where did R itself get its name from? – Isabella Ghement Sep 22 '18 at 19:36
-
2@IsabellaGhement, why wouldn't you post this question (unless it has been asked before)? I would upvote it. By the way, the OP seems fine with R itself, and the question is specifically about the square part (not that you would have claimed otherwise, of course). – Richard Hardy Sep 22 '18 at 19:41
-
It's funny, but I feel more comfortable answering questions that asking them on this forum, Richard. Please go ahead and ask it for me - it would be nice to get an answer to it! – Isabella Ghement Sep 22 '18 at 19:44
-
@IsabellaGhement, it is your choice. Thank you for giving me the opportunity. Here is the question. – Richard Hardy Sep 22 '18 at 19:55