1 / 2

Regression: How does r 2 fit in?

Regression: How does r 2 fit in?. How much better for predicting y is using regr line than just always using y ? difference of SSE (sum of squares of errors) using avg [i.e., ∑(y - y ) 2 ] vs. SSE using regr [i.e., sum of squares of residuals ∑(y - ŷ) 2 ], divided by SSE using avg ...

brendy
Download Presentation

Regression: How does r 2 fit in?

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. Regression: How does r2 fit in? • How much better for predicting y is using regr line than just always using y ? • difference of SSE (sum of squares of errors) using avg [i.e., ∑(y -y)2] vs. SSE using regr [i.e., sum of squares of residuals ∑(y - ŷ)2], divided by SSE using avg ... • ... which = r2 (see next slide) • so, if r2 = 0.4, say, “regression results in a 40% improvement in projection”

More Related