467k views

### When is R squared negative? [duplicate]

My understanding is that $R^2$ cannot be negative as it is the square of R. However I ran a simple linear regression in SPSS with a single independent variable and a dependent variable. My SPSS output ...
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### Why are we using a biased and misleading standard deviation formula for $\sigma$ of a normal distribution?

It came as a bit of a shock to me the first time I did a normal distribution Monte Carlo simulation and discovered that the mean of $100$ standard deviations from $100$ samples, all having a sample ...
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### What is the adjusted R-squared formula in lm in R and how should it be interpreted?

What is the exact formula used in R lm() for the Adjusted R-squared? How can I interpret it? Adjusted r-squared formulas There seem to exist several formulas to ...
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### Which is better: r-squared or adjusted r-squared?

I just started to learn about the following statistical measures, r-squared and adjusted r-squared and was wondering why can't we use adjusted r-squared for every regression model considering the ...
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### What is an unbiased estimate of population R-square?

I am interested in getting an unbiased estimate of $R^2$ in a multiple linear regression. On reflection, I can think of two different values that an unbiased estimate of $R^2$ might be trying to ...
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### Are there circumstances in which BIC is useful and AIC is not?

In the Wikipedia entry for Akaike information criterion, we read under Comparison with BIC (Bayesian information criterion) that ...AIC/AICc has theoretical advantages over BIC...AIC/AICc is derived ...
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### How to measure the goodness-of-fit of a nonlinear model? Is $R^2$ useful?

Well… I did search for a while before asking and noticed perhaps my question itself has something basically wrong after reading this and this but still not sure so decided to cry out loud :). As ...
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### Nonlinear regression SSE Loss

Notation $y_i$ is observation $i$ of some response variable $Y$. $\hat{y}_i$ is the value of $y_i$ predicted by the regression. $\bar{y}$ is the average of all observations of the response variable. ...
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### Adjusted $R^2$ and regression without an intercept
I am using $R^2$ and then computing the adjusted $R^2$ in cases like linear regression that use an intercept and the regression line does not necessarily passes through the origin. Lately, I've been ...
### Adjusted $R^2$ calculations
I'm struggling to figure out how these adjusted $R^2$ values for linear regression were calculated with $n=8$ observations: Footnote 124 says that for a model with just an intercept, $RSS$ (residual ...