How does r squared related to standard deviation?

racmanovcf

racmanovcf

Answered question

2022-10-26

How does r squared related to standard deviation?

Answer & Explanation

domwaheights0m

domwaheights0m

Beginner2022-10-27Added 11 answers

Step 1
R-squared measures how well the regression line fits the data. This is why higher R-squared values correlate with lower standard deviation.
The easiest way to see this is by playing with a data set in a spreadsheet software: make a dot plot, right click on a point to add a regression line, and tick the option to show the R-squared. Then, use the STDEV function to calculate the standard deviation.
propappeale00

propappeale00

Beginner2022-10-28Added 5 answers

Step 1
I always think of this as measures of spread so the spread from the regression line and the spread from the distribution should be highly correlated.
So consider the regression line as a line that runs on the y axis at 0. Why 0 , well because that's what the mean is when we look at the distribution (theoretically for normal distribution). Now if we have say two points at ( 1 , 0 ) and ( - 1 , 0 ) then the distance from each of the points to the line would look like the standard deviation if we overlay a bell shape on top of the graph.

Do you have a similar question?

Recalculate according to your conditions!

New Questions in Inferential Statistics

Ask your question.
Get an expert answer.

Let our experts help you. Answer in as fast as 15 minutes.

Didn't find what you were looking for?