# 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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### Why must the R-squared value of a regression be less than 1?

Why must the R-squared value of a regression be less than 1? What does R-Squared value more than '1' indicate? Can a Regression Model with a Small R-squared Be Useful?
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### What to do when R-squared is 1?

I want to regressed Set A with Set B; their correlation is 0.88. Set A runs from 1 to 70. Set B runs from 30 to 100. I want to create a Set C from 1 to 100 by using the linear fit between Set A and ...
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### Generalization of Adjusted R-Squared to Nonlinear Models

We are in the prototypical machine learning setting. We have a set of random variables $X=X_1,\ldots,X_p$ representing predictors, and a random variable $Y$ representing the dependent variable. We ...
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### Does cross-validation shrinkage of the r-squared have anything to do with LASSO shrinkage?

When you fit a model to a "learning" data set, and then apply the same model to new data, the coefficient of determination shrinks, and this "shrinkage" is a measure of how well a model predicts in ...
457 views

### Pseudo R-squared of averaged model

I am working on model averaging of data collected about bird species and habitat vegetation. I have been using the MuMIn package in R and have taken a subset of all ...
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### Simulate data based on linear regression and R squared

I have a small data set of 10 x,y points from which I can derive a simple linear regression. I'm looking to use this data set as a basis to simulate / predict additional "y" points as I have a much ...
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### How are differences in R2 of two models with/without variable A related to the (partial) eta2 of variable A in the extended model?

Assume I have two models: m1: Y = B0 + B1*X1 + e m2: Y = B0 + B1*X1 + B2*X2 + e How is the difference in R-squared between m1 and m2 related to the (partial) eta-squared of B2 in m2?
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### Is there within and between R^2 for pooled cross section?

I am writing a referee report for a paper that reports within and between $R^2$ for pooled cross-section regression that includes year fixed effects (but no panel or other fixed effects)so the ...