# 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 ...
31 views

### 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 ...
18 views

### 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: ...
34 views

### 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 ...
26 views

### 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 ...
189 views

### 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 - \...
1 vote
720 views

### 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 ...
16 views

### 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 ...
1 vote
108 views

### 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 ...