Questions tagged [r-squared]

For questions regarding R-squared ($R^2$), a statistical measure that represents the proportion of the variance for a dependent variable that's explained by an independent variable or variables in a regression model.

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Does the appliance of R-squared to non-linear models depends on how we calculate it?

Does the appliance of R-squared to non-linear models depends on how we calculate it? $R^2 = \frac{SS_{exp}}{SS_{tot}}$ is going to be an inadequate measure for non-linear models since an increase of $...
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3answers
105 views

Determining which model result is better

I am trying to determine which model result is better. Both results are trying to achieve the same objective, the only difference is the exact data that is being used. I used ...
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118 views

Can someone explain the solution to the following problem?

Q) We want to learn a function f(x) of the form f(x) = ax + b which is parameterized by (a, b). Using squared error as the loss function, which of the following parameters would you use to model this ...
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How to compute the R2-score for multivariate data?

I have a model that for each instance predicts some values and I have the real measurements for each instance, but the number of data points varies among instances, say, for the first one I have 4 ...
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1answer
24 views

Does statsmodels compute R2 and other metrics on a validation-/test- set?

Does statsmodels compute R2 and other metrics on a validation set? I am using the OLS from the statsmodels.api when printing summary, an r2 and r2_asjusted are ...
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Is R2 score a reasonable regression measure on huge datasets?

I'm running a regression model on a pretty large data set and getting a fairly woeful $R^2$ score of ~0.2 (see plot below), despite the plot looking like the model is generally pointing in the right ...