What is the R2 statistic? What does the value of R2 tell us about the change in the dependent variable? The R2 statistic represents the proportion of the variance in the dependent variable that stems from the change in the independent variable. When using the R2 statistic to quantify the association between independent and dependent variables, it’s important to keep in mind that the R2 in linear regression only applies to linear relationships. It’s possible for two variables to be related, just not in a linear way. Here’s a look at the R2 statistic in linear regression.
The R^2 Statistic in Linear Regression
