Coefficient of Multiple Determination (R2)

The higher the R2 the better the model fits the data.

However, it is worth noting that more variables will result in a… penalty thing.

Negative R<sup>2</sup> values indicate a model with a very poor fit.

Reference:

https://www.statisticshowto.com/probability-and-statistics/coefficient-of-determination-r-squared/

https://www.britannica.com/science/coefficient-of-determination