Model Comparisons andR2
作者:
Richard Anderson-Sprecher,
期刊:
The American Statistician
(Taylor Available online 1994)
卷期:
Volume 48,
issue 2
页码: 113-117
ISSN:0003-1305
年代: 1994
DOI:10.1080/00031305.1994.10476036
出版商: Taylor & Francis Group
关键词: Coefficient of determination;Correlation;Regression;Coefficient of partial determination
数据来源: Taylor
摘要:
Much of the confusion surrounding interpretation and application of the coefficient of determination,R2, can be alleviated if it is defined explicitly as a comparison of a given model to the null modelEY= β0. The model-comparison definition allowsR2to be easily generalized, and standard extensions such as coefficients of partial determination are seen to be special cases of this generalization. Formulas become simpler, more unified, and more easily understood. Commonly cited problem areas such asR2for the no-intercept model and model comparisons using different values ofR2are also clarified by this perspective.
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