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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Should I use an intercept even if my regression model's r-squared value reduces by a lot?

I'm using Python to create a good linear regression model and am having trouble getting good results for my r-squared value. A quick rundown of what the data is: – Sales: This dependent variable ...
Python Student's user avatar
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What is reliability? How it is related to correlation coefficient?

We can compute real or population correlation(rho) by square-root of 1 minus R-squared.Is this a correct interpretation? Does population correlation mean a real correlation measured as square-root of ...
Subhash C. Davar's user avatar
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Why would the result change so much for a linear regression with or without a constant?

I was running a Linear Regression with Wooldridge dataset named GPA2, which is found on Python library named wooldridge. I tried two linear regressions. The first: ...
dsbr__0's user avatar
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How is R squared calculated in context to H.clustering?

I was reading the paper "Consistent Individualized Feature Attribution for Tree Ensembles" by Scott Lundberg et al. and cannot understand how the calculation for the $R^2$ works here - see ...
Penguines's user avatar
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Can both R-square and Adjusted R-square be same?

I am solving a Multiple Linear Regression problem and judging the model by looking at R-square and Adjusted R-square metrics. In recent iteration which are yielding desired coefficients directionally ...
Prasad Patil's user avatar
2 votes
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Multi-dimensional Euclidian R^2 squared - reasonable?

I have a high-dimensional space, say $\mathbb{R}^{1000}$, and I have samples $y_1, \ldots , y_n \in \mathbb{R}^{1000}$ and $\hat{y}_1, \ldots , \hat{y}_n \in \mathbb{R}^{1000}$. Would $$ R^2 = 1 - \...
AspiringToAspire's user avatar
1 vote
1 answer
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Calculate RMSE based on R squared and vice versa

If for example I have the value of RMSE can I calculate the $R^2$? And vice versa if I have the value of $R^2$ can I calculate the value of RMSE? I have all predictions, dataset, training set, and ...
Djakarta_zero's user avatar
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Do I need to rescale input labels before training (label values between 20..51)?

I'm trying to build model for this datatset (Age prediction): The input image has the shape: 3, 128, 128 and the predicted labels (ages) range between 20 to 51. I ...
user3668129's user avatar
1 vote
1 answer
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Why does an unimportant feature has a big impact on R2 in XGBoost? [closed]

I am training an XGBoost model, xgbr, using xgb.XGBRegressor() with 13 features and one numeric target. The R2 on the test set ...
volkan g's user avatar
2 votes
2 answers
730 views

SKlearn PolynomialFeatures R^2 score

I'm trying to create a linear regression model with use of PolynomialFeatures. But when I evaluate it, I get really strange scores. I know that R^2 can be applied to this model and I think I've trying ...
kosekk_g's user avatar
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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 $...
mathgeek's user avatar
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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 ...
justanewb's user avatar
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2 answers
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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 ...
Kartik Hegde's user avatar
1 vote
1 answer
334 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 ...
Alexander Vocaet's user avatar
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3 answers
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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 ...
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