In
statistics, the
coefficient of determination, denoted
R2 or
r2 and pronounced
R squared, is a number that indicates how well data fit a statistical model – sometimes simply a line or a curve. An
R2 of 1 indicates that the regression line perfectly fits the data, while an
R2 of 0 indicates that the line does not fit the data at all. This latter can be because the data is more non-linear than the curve allows, or because it is random.