# Questions tagged [r-squared]

The coefficient of determination, usually symbolized by $R^2$, is the proportion of the total response variance explained by a regression model. Can also be used for various pseudo R-squared proposed, for instance for logistic regression (and other models.)

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### How to interpret R-squared versus nRMSE for a random forest model?

I have trained six random forest regression models (to predict topsoil, subsoil and total soil organic carbon stocks for two study ares) using out-of-bag validation, and I have gathered the R² and ...
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### When is it ok to remove the intercept in a linear regression model?

I am running linear regression models and wondering what the conditions are for removing the intercept term. In comparing results from two different regressions where one has the intercept and the ...
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### What does it mean when SSR>SST?

Following is an example of the observed and predicted values for my variable y (in R). ...
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### Is it permissible to aggregate results from multiple cross sectional regressions?

Lets consider the following approach: (1) We estimate a simple linear regression model y = b0 + b1*x + error. The input data in our model estimation shall be: y = 1 month stock returns (cross ...
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### What is the problem with using R-squared in time series models?

I have read that using R-squared for time series is not appropriate because in a time series context (I know that there are other contexts) R-squared is no longer unique. Why is this? I tried to look ...
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### Comparing models with different number of predictors

Given that the overall F-test of a multiple regression model has an F distribution, which depends on the number of predictors in the model, I understand why you cannot compare the F-statistics from ...
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