Explained variation in a simple fitted linear model
Here the model is simple least-squares linear regression with an intercept, fitted to paired numerical data with variation in both variables. In this setting r² is the proportion of observed response variation accounted for by the fitted line relative to the mean-only baseline
- State the model Here the model is simple least-squares linear regression with an intercept, fitted to paired numerical data with variation in both variables. In this setting r² is the proportion of observed response variation accounted for by the fitted line relative to the mean-only baseline
- Calculate and report Square the signed r, then multiply by 100 for a percentage. Keep the full supplied value through the calculation and round the final report. The unexplained proportion is 1−r² in the same model
- Keep the interpretation limited Explained variation is a statistical description of squared deviations, not a percentage of people, a percentage increase, proof of causation or a guarantee of prediction accuracy. Inspect the plot and model assumptions
- Direction is separate Opposite correlations have the same square. Recovering signed r from r² requires independent direction information; a squared coefficient alone cannot select a sign
Worked example
For a simple least-squares linear model with an intercept and varying paired numerical variables, r=−0.8. Find and interpret the explained and unexplained proportions
- \(\displaystyle \left(-0.8\right)^{2}=0.64\)Square the signed correlation coefficient
- \(\displaystyle 0.64\times100=64\%\)Multiply the decimal coefficient by 100 to express it as a percentage
- \(\displaystyle 64\%\text{ of RV variation is explained by EV variation}\)The explained percentage refers to variation in the response accounted for by the explanatory variable
- \(\displaystyle 100\%-64\%=36\%\)Subtract the explained percentage from 100%. The remaining 36% of observed response variation is not accounted for by the fitted line relative to the response mean
Common mistakes
Difficulty levels
Questions about this topic
Does explained mean caused?+
No. It describes how much observed response variation the fitted line accounts for relative to the mean-only baseline. Study design is needed for causal evidence
Can r² determine the sign of r?+
No. Opposite correlations have the same square; obtain direction separately
Does the residual identity apply to any line?+
No. The identity used here is for simple least-squares linear regression with an intercept and nonzero variation in both variables
Can I use a calculator?+
A calculator is allowed unless a question is marked no calculator
Which year level and chapter is this?+
Year 12, VCE Units 3 & 4, General Mathematics, chapter 2: Association between variables