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Term: REGR_R2

Definition:
In Oracle PL/SQL, the function REGR_R2 is a linear regression analytic function which takes two numeric inputs and returns a numeric output which denotes how well a regression line is fitted. Another way of stating this is that it returns the coefficient of determination, or R-squared, of the regression line. Its return value is determined based on the conditions shown below:

NULL, if VAR_POP (y) = 0
1, if VAR_POP(x) = 0 and VAR_POP(y) <> 0;
POWER(CORR (x,y), if VAR_POP (x) > 0 and VAR_POP(y) <> 0


Note that the pairs having any argument's value as NULL are eliminated, but the final result might be NULL as per the above computation.

Example Syntax:

REGR_R2(x,y)


In the syntax, 'x' is referred to as the dependent variable and 'y' is referred to as the independent variable of the Regression Line.

Example Usage:

The SQL query below uses REGR_R2 to determine the degree of fitness over regression line.

select deptno, sal, regr_r2(deptno, sal) over (partition by deptno) "REGR_R2"
from employee
/

DEPTNO SAL REGR_R2
----------- ---------- ----------
100 2300 1
100 3810 1
100 3810 1
100 8300 1
100 1
100 2300 1
110 3900 1
110 8210 1
110 2900 1
120 4500 1
120 8300 1
120 1200 1
120 3200 1

13 rows selected.



Related Links:

Related Code Snippets:
  • REGR_R2 - REGR_R2 returns the coefficient of determination (also called "R-squared" or "goodness o...
 
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