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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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