Coefficient of Determination

Definition

The coefficient of determination of the linear regression model is defined as $R^2=\frac{SSR}{SST}=\frac{{\sum }_{i=1}^n({\hat{Y}}_i-\bar{Y}{)}^2}{{\sum }_{i=1}^n(Y_i-\bar{Y}{)}^2}$

Facts

The coefficient of determination is a squared value of Pearson Correlation Coefficient