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#Regression

The coefficient of determination: is it the R-squared or r-squared?

Published at November 26, 2022 ·  9 min read

We often use the coefficient of determination as a swift ‘measure’ of goodness of fit for our regression models. Unfortunately, there is no unique symbol for such a coefficient and both R2 and r2 are used in literature, almost interchangeably. Such an interchangeability is also endorsed by the Wikipedia (see at: https://en.wikipedia.org/wiki/Coefficient_of_determination ), where both symbols are reported as the abbreviations for this statistical index.

As an editor of several International Journals, I should not agree with such an approach; indeed, the two symbols R2 and r2 mean two different things, and they are not necessarily interchangeable, because, depending on the setting, either of the two may be wrong or ambiguous. Let’s pay a little attention to such an issue.

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