R-squared, often written R2, is the proportion of the variance in the response variable that can be explained by the predictor variables in a linear regression model.
The value for R-squared can range from 0 to 1 where:
- 0 indicates that the response variable cannot be explained by the predictor variable at all.
- 1 indicates that the response variable can be perfectly explained without error by the predictor variables.
The following example shows how to calculate R2 for a regression model in Python.
Example: Calculate R-Squared in Python
Suppose we have the following pandas DataFrame:
import pandas as pd #create DataFrame df = pd.DataFrame({'hours': [1, 2, 2, 4, 2, 1, 5, 4, 2, 4, 4, 3, 6], 'prep_exams': [1, 3, 3, 5, 2, 2, 1, 1, 0, 3, 4, 3, 2], 'score': [76, 78, 85, 88, 72, 69, 94, 94, 88, 92, 90, 75, 96]}) #view DataFrame print(df) hours prep_exams score 0 1 1 76 1 2 3 78 2 2 3 85 3 4 5 88 4 2 2 72 5 1 2 69 6 5 1 94 7 4 1 94 8 2 0 88 9 4 3 92 10 4 4 90 11 3 3 75 12 6 2 96
We can use the LinearRegression() function from sklearn to fit a regression model and the score() function to calculate the R-squared value for the model:
from sklearn.linear_model import LinearRegression
#initiate linear regression model
model = LinearRegression()
#define predictor and response variables
X, y = df[["hours", "prep_exams"]], df.score
#fit regression model
model.fit(X, y)
#calculate R-squared of regression model
r_squared = model.score(X, y)
#view R-squared value
print(r_squared)
0.7175541714105901
The R-squared of the model turns out to be 0.7176.
This means that 71.76% of the variation in the exam scores can be explained by the number of hours studied and the number of prep exams taken.
If we’d like, we could then compare this R-squared value to another regression model with a different set of predictor variables.
In general, models with higher R-squared values are preferred because it means the set of predictor variables in the model is capable of explaining the variation in the response variable well.
Related: What is a Good R-squared Value?
Additional Resources
The following tutorials explain how to perform other common operations in Python:
How to Perform Simple Linear Regression in Python
How to Perform Multiple Linear Regression in Python
How to Calculate AIC of Regression Models in Python