Editing Effect size (section)

===== Coefficient of determination (''r''<sup>2</sup> or ''R''<sup>2</sup>) =====
A related ''effect size'' is ''r''<sup>2</sup>, the [[coefficient of determination]] (also referred to as ''R''<sup>2</sup> or "''r''-squared"), calculated as the square of the Pearson correlation ''r''.  In the case of paired data, this is a measure of the proportion of variance shared by the two variables, and varies from 0 to 1. For example, with an ''r'' of 0.21 the coefficient of determination is 0.0441, meaning that 4.4% of the variance of either variable is shared with the other variable.  The ''r''<sup>2</sup> is always positive, so does not convey the direction of the correlation between the two variables.