数学统计知识

Posted 2022-04-01 银灯玉箫

Coefficient of determination

https://en.wikipedia.org/wiki/Coefficient_of_determination

In the best case, the modeled values exactly match the observed values, which results in \\displaystyle SS_\\textres=0\\displaystyle SS_\\textres=0 and \\displaystyle R^2=1\\displaystyle R^2=1. A baseline model, which always predicts \\displaystyle \\bar y\\bar y, will have \\displaystyle R^2=0\\displaystyle R^2=0. Models that have worse predictions than this baseline will have a negative \\displaystyle R^2R2.