[R] about R squared value
Bernd Dittmann
herrdittmann at yahoo.co.uk
Mon Apr 23 12:46:16 CEST 2007
Hi Nitish,
R^2 cannot take values of greater than 1.
Per definition (see
http://en.wikipedia.org/wiki/Coefficient_of_determination)
R^2 := 1- SSE/SST
whereby
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
is impossible.
Bernd
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