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How did R-square get its name? I understand how its calculated and interpreted, but I do not understand the r and square part of it.

Ashrith
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  • There is also a complementary question ["Why is $r$ used to denote correlation?"](https://stats.stackexchange.com/questions/368224/why-is-r-used-to-denote-correlation). – Richard Hardy Sep 23 '18 at 08:56
  • FYI, if the answer answers your question in a satisfactory way, you may accept the answer by clicking on the tick mark to the left. This is [how Cross Validated works](https://stats.stackexchange.com/tour). – Richard Hardy Nov 06 '18 at 10:07

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$R$, $r$, or Pearson's $r$ is the Pearson product-moment correlation coefficient, or simply correlation. In a linear regression with an intercept, $R^2$ is the squared correlation between the dependent variable and the fitted values; hence the R-squared. This is also supported by Wikipedia, with some additional information:

In linear least squares multiple regression with an estimated intercept term, $R^2$ equals the square of the Pearson correlation coefficient between the observed $y$ and modeled (predicted) $f$ data values of the dependent variable.

In a linear least squares regression with an intercept term and a single explanator, this is also equal to the squared Pearson correlation coefficient of the dependent variable $y$ and explanatory variable $x$.

Community
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Richard Hardy
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    The more interesting question is where did R itself get its name from? – Isabella Ghement Sep 22 '18 at 19:36
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    @IsabellaGhement, why wouldn't you post this question (unless it has been asked before)? I would upvote it. By the way, the OP seems fine with **R** itself, and the question is specifically about the **square** part (not that you would have claimed otherwise, of course). – Richard Hardy Sep 22 '18 at 19:41
  • It's funny, but I feel more comfortable answering questions that asking them on this forum, Richard. Please go ahead and ask it for me - it would be nice to get an answer to it! – Isabella Ghement Sep 22 '18 at 19:44
  • @IsabellaGhement, it is your choice. Thank you for giving me the opportunity. [Here](https://stats.stackexchange.com/questions/368224/why-is-r-used-to-denote-correlation) is the question. – Richard Hardy Sep 22 '18 at 19:55