R2 values using county-level 1977-2000 (Corresponds to Lott’s corrected Table 3a)
  Violent Crime Murder Rape Aggrvtd Assault Rbbry Prprty Crimes Auto Theft Brglry Lrcny
R2 without any shall-issue variable 0.86 0.81 0.76 0.80 0.91 0.81 0.84 0.81 0.80
R2 (Single dummy variable model) 0.86 0.81 0.76 0.80 0.91 0.82 0.85 0.81 0.80
R2 (Spline model) 0.86 0.81 0.76 0.81 0.91 0.82 0.85 0.81 0.80
R2 (Hybrid model) 0.86 0.81 0.76 0.81 0.91 0.82 0.85 0.81 0.80
Values that have increased when the shall-issue variable is added are in bold.

My thanks to David Powell for computing these values.