RegressionModel<T>.RSquared Property

public double RSquared { get; }

Public ReadOnly Property RSquared As Double
	Get

public:
virtual property double RSquared {
	double get () sealed;
}

abstract RSquared : float with get
override RSquared : float with get

Property Value

The R² value indicates the ratio of variation that is explained by the model to the total variation in the model. Its value is always between 0 and 1, where 0 indicates the model explains nothing, and 1 means the model explains the data perfectly.

Note that in most situations, irreducible errors in measurement will prevent the model from explaing all the variation. Models using a larger set of factors may produce an R² value that is closer to 1. However, it may be that the additional factors are essentially modeling noise.

The AdjustedRSquared property returns the adjusted R² value, which is a somewhat better indicator of goodness of fit.

Reference