How to compute R-squared for a simple linear model (in Python, using SciPy)
Task
Let’s say we have fit a linear model to two columns of data, one for a single independent variable $x$ and the other for a single dependent variable $y$. How can we compute $R^2$ for that model, to measure its goodness of fit?
Related tasks:
Solution
We assume you have already fit a linear model to the data, as in the code below, which is explained fully in a separate task, how to fit a linear model to two columns of data.
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import scipy.stats as stats
xs = [ 393, 453, 553, 679, 729, 748, 817 ]
ys = [ 24, 25, 27, 36, 55, 68, 84 ]
model = stats.linregress( xs, ys )
The $R$ value is part of the model object that stats.linregress
returns.
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model.rvalue
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0.8949574425541466
You can compute $R^2$ just by squaring it.
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model.rvalue ** 2
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0.8009488239830586
Content last modified on 24 July 2023.
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Contributed by Nathan Carter (ncarter@bentley.edu)