RSQUARED

Returns a table with the R-squared value of the predictions in a regression model.

Syntax

RSQUARED ( targets, predictions ) OVER()

The OVER() clause must be empty.

Arguments

targets

A FLOAT response variable for the model.
predictions

A FLOAT input column that contains the predicted values for the response variable.

Examples

This example shows how to execute the RSQUARED function on an input table named faithful_testing. The observed values of the response variable appear in the column, obs, while the predicted values of the response variable appear in the column, pred.

=> SELECT RSQUARED(obs, prediction) OVER()
     FROM (SELECT eruptions AS obs,
                  PREDICT_LINEAR_REG (waiting
                                       USING PARAMETERS model_name='myLinearRegModel') AS prediction
           FROM faithful_testing) AS prediction_output;
        rsq        |                    comment
-------------------+-----------------------------------------------
 0.801392981147911 | Of 110 rows, 110 were used and 0 were ignored
(1 row)