MODEL COMPARISONS AND R2

Citation
R. Andersonsprecher, MODEL COMPARISONS AND R2, The American statistician, 48(2), 1994, pp. 113-117
Citations number
11
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00031305
Volume
48
Issue
2
Year of publication
1994
Pages
113 - 117
Database
ISI
SICI code
0003-1305(1994)48:2<113:MCAR>2.0.ZU;2-3
Abstract
Much of the confusion surrounding interpretation and application of th e coefficient of determination, R2, can be alleviated if it is defined explicitly as a comparison of a given model to the null model EY = be ta0. The model-comparison definition allows R2 to be easily generalize d, and standard extensions such as coefficients of partial determinati on are seen to be special cases of this generalization. Formulas becom e simpler, more unified, and more easily understood. Commonly cited pr oblem areas such as R2 for the no-intercept model and model comparison s using different values of R2 are also clarified by this perspective.