What is R² all about?

Authors

  • Dalson Britto Figueiredo Filho UFPE
  • José Alexandre Silva Júnior Universidade Federal de Goiás
  • Enivaldo Carvalho Rocha Universidade Federal de Pernambuco

DOI:

https://doi.org/10.11606/issn.2237-4485.lev.2011.132282

Keywords:

coeficiente de determinação, correlação, métodosquantitativos, explicação

Abstract

Which substantive meaning we can draw from the R2 statistic? The coefficient of determination is defined as the sum of squares due to the regression divided by the sum of total squares. Usually, R2 is interpreted as representing the percentage of variation in the dependent variable explained by variation in the independent variables. This definition is found by both econometrics and statistics handbooks and is widely accepted among quantitative scholars. However, this view is challenged by one of the most distinguished political science methodologists. Gary King argues that the R2 is highly misused as a measure of the influence of X on Y. This paper analyzes the R2 statistic using a non-technical approach. Our purpose is to provide an intuitive understanding of the coefficient of determination and its major shortcomings

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Author Biographies

  • Dalson Britto Figueiredo Filho, UFPE
    Graduado em Ciências Sociais pela UFPE, com período sanduíche na Universidade do Texas, Austin, EUA. Mestrado em Ciência Política (UFPE), Doutorando em Ciência Política (UFPE), com período sanduíche na UFMG, Visiting Scholar na University of Wisconsin.Atua nas áreas de financiamento de campanha, estudos legislativos e métodos quantitativos.
  • José Alexandre Silva Júnior, Universidade Federal de Goiás
    Professor da Universidade Federal de Goiás
  • Enivaldo Carvalho Rocha, Universidade Federal de Pernambuco
    é professor na Universidade Federal de Pernambuco

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Published

2011-11-16

Issue

Section

Political Methodology and Formal Theory

How to Cite

Figueiredo Filho, D. B., Silva Júnior, J. A., & Rocha, E. C. (2011). What is R² all about?. Leviathan (São Paulo), 3, 60-68. https://doi.org/10.11606/issn.2237-4485.lev.2011.132282