[R] about R squared value
herrdittmann at yahoo.co.uk
Mon Apr 23 12:46:16 CEST 2007
R^2 cannot take values of greater than 1.
Per definition (see
R^2 := 1- SSE/SST
SSE = sum of squared errors
SST = total sum of squares
For R^2 > 1 would require SSE/SST <0.
Since SSE and SST are non-negative (check the formulas, they are the sum
of squared differences which are neccessarily non-negative), SSE/SST < 0
More information about the R-help