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Reference for calculating $R^2$ on a subset of the samples

As my question is so far unanswered and I haven't been able to find a reference, I'm posting how I resolved this as an answer. In my paper I justified this approach with the statement "When $R^2$ ...
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  • 606
1 vote

What is an unbiased estimate of population R-square?

We made some progress regarding this. Thus here an updated answer. Assumptions All existing comparisons for this (thus also the results summarized by Jeromy, and all claims I make dependent on all ...
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  • 1,600

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