regr_r2()

Aggregate. Computes the coefficient of determination (also referred to as R-squared or the goodness of fit statistic) for the regression line.

Syntax

regr_r2 ( dependent-expression , independent-expression )

Parameters

dependent-expression	The variable that is affected by the independent variable. The expression accepts numeric datatypes, except timestamp, bigdatetime, and interval.
independent-expression	The variable that influences the outcome. The expression accepts numeric datatypes, except timestamp, bigdatetime, and interval.

Usage

This function converts its arguments to float, performs the computation in double-precision floating point, and returns a float. If the function is applied to an empty set, the result is NULL. The function is applied to sets of dependent-expression and independent-expression pairs after eliminating all pairs where either variable is NULL. The function is computed simultaneously during a single pass through the data using this formula, where x represents the independent variable and y represents the dependent variable:

covarPOP = ((_sum_xy * count) – (sum_x * sum_y)) * ((_sum_xy * count) – (sum_x * sum_y))
xVarPop = (sum_xx  * count) – (sum_x * sum_x)
yVarPop = (sum_yy * count) – (sum_y * sum_y)
result = covarPOP / (xvarPop * yVarPop)