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Purpose. Coefficient of determination (R-squared) indicates the proportionate amount of variation in the response variable y explained by the independent variables X in the linear regression model. The larger the R-squared is, the more variability is explained by the linear regression model.
The coefficient of determination is such that 0 < r 2 < 1, and denotes the strength. of the linear association between x and y. The coefficient of determination represents the percent of the data that is the closest. to the line of best fit.