- 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

- R-Squared
- \(R^2\)
- Proportion of variance explained

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