- A measure of the extent to which there is a correspondence between the observed values of an outcome variable and the predicted values from a Predictive Model. It is defined as the ratio of the proportion of variance of the outcome variable explained by the model divided by the total variation of the outcome variable.
- The squared Pearson's Product-Moment Correlation between two variables. Where the predictive model has only a single predictor variable, this definition is the same as the first definition.
Also known as
- Proportion of variance explained