R和R squared用法总结

1，$R$

The correlation coefficient, usually denoted by the symbol r, is a measure of the linear relationship between two variables, such as x and y. r is also called the product moment correlation coefficient, or Pearson’s correlation coefficient.

2，$R^2$

The coefficient of determination, which is usually denoted by R2 or r2, is the proportion of variation of one variable (objective variable or response) explained by other variables (explanatory variables) in regression.

3，区别

描述相关性用R更合适，因为相关性有正有负，R更直接。

在线性回归中，用R2更合适，因为在回归中有自变量和因变量之分，R2表示的是a变量对b变量的解释。

Reference

[1] On the use of r and r squared in correlation and regression