Timeline for How to calculate out of sample R squared?
Current License: CC BY-SA 3.0
10 events
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| Mar 29, 2022 at 10:36 | comment | added | Dave | @Firebug I wouldn’t worry about the interpretation of $R^2$ as proportion of variance explained. That turns out to be the exception, not the rule. Further, we don’t even need a nonlinear regression for that interpretation to break down. | |
| May 12, 2020 at 21:44 | comment | added | Firebug | Do you have a reference for this? Granted, if you take $R^2$ to be a comparison of deviances, ergo a comparison of likelihoods I think you're right. But if you take $R^2$ to be the proportion of explained variance then not, because the total sum of squares won't appear anywhere. | |
| May 1, 2019 at 1:53 | comment | added | Matifou | Thanks for the answer! Do you have any reference on this? It seems stat softwares use commonly the alternative definition, with y_test? | |
| Sep 27, 2017 at 20:27 | comment | added | Nick Cox | Although I have fixed some obvious and some apparent errors from previous edits some of the notation and some of the intended meaning are still unclear. | |
| Sep 27, 2017 at 20:25 | history | edited | Nick Cox | CC BY-SA 3.0 |
added 7 characters in body
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| Sep 27, 2017 at 20:07 | history | edited | Ferdi | CC BY-SA 3.0 |
Mathjax and Reformatting
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| Sep 27, 2017 at 20:00 | review | Low quality posts | |||
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| Mar 8, 2017 at 22:56 | review | Late answers | |||
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| Mar 8, 2017 at 22:46 | review | First posts | |||
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| Mar 8, 2017 at 22:37 | history | answered | user152317 | CC BY-SA 3.0 |