 Coefficient of determination

In an ordinary least squares regression with an intercept and a nonconstant response, $R^2=1-\mathrm{RSS}/{\sum }_i(Y_i-\overline{Y}{)}^2$. It measures the fitted proportion of sample variation relative to an intercept-only baseline. It increases when regressors are added, even if those regressors are unhelpful for prediction. A high value does not establish the assumptions of a normal linear model or rule out a systematic regression residual pattern.