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Results tagged with linear-algebra
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user 137821
A field of mathematics concerned with the study of finite dimensional vector spaces, including matrices and their manipulation, which are important in statistics.
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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 - \fr …
