Re: r-Squared Question

Reef Fish wrote:

Jerry Dallal wrote:
Netter et al., latest ed: R^2 = RegSS/TSS = 1-ResSS/TSS 


I've taught from Neter et al (several editions) and R^2 was
always DEFINED as RegSS/TotSS.   Yours must've been some "Netter". :-)


Need a big net to catch a big fish.

I am copying verbatim from the third edition,  (the latest is at the office)

p 100:

"Thus SSTO is a measure of uncertainty in predicting Y when X is not considered. Similarly, SSE measures the variation in the Y(i) when a regression model using the independent variable X is employed. A natural measure of the effect of X in reducing the variation in Y, i.e., the uncertainty in predicting Y, is therefore:

(3.71) r^2 = (SSTO-SSE)/SSTO = SSR/SSTO = 1-SSE/SSTO "



Also, p 241:

"The coefficient of multiple determination, denoted R^2, is defined as follows:
(7.35) R^2 = SSR/SSTO = 1 - SSE/SSTO
It measures the proportionate reduction of total variation..."
.

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