The R-Squared: Some Straight Talk

Abstract

In political science research these days, the R2 is out of fashion. A chorus of our best methodologists sounds notes of caution, at varying degrees of pitch. Berry and Feldman (1985, 15) remark in their popular regression monograph: “A researcher should be careful to recognize the limitations of R2 as a measure of goodness of fit.” In their more general statistics text, Hanushek and Jackson (1977, 59) claim that “one must be extremely cautious in interpreting the R2 value for an estimation and particularly in comparing R2 values for models that have been estimated with different data sets.” Perhaps the most pointed attack comes from Achen (1982, 61), who argues that the R2 “measures nothing of serious importance.” His contention is that it should be abandoned, and the standard error of the regression (SEE) substituted as a goodness-of-fit measure. Developing these lines of inquiry further, King (1986) provides the latest set of criticisms. Accordingly, “In most practical political science situations, it makes little sense to use [the R2]” (King 1986, 669). And, concerning the “proportion of variance explained” definition more particularly, “it is not clear how this interpretation adds meaning to political analyses.” (King 1986, 678).