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Cautionary Note about R2

Tarald O. Kvalseth
The American Statistician
Vol. 39, No. 4, Part 1 (Nov., 1985), pp. 279-285
DOI: 10.2307/2683704
Stable URL: http://www.jstor.org/stable/2683704
Page Count: 7
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Cautionary Note about R2
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Abstract

The coefficient of determination (R2) is perhaps the single most extensively used measure of goodness of fit for regression models. It is also widely misused. The primary source of the problem is that except for linear models with an intercept term, the several alternative R2 statistics are not generally equivalent. This article discusses various considerations and potential pitfalls in using the R2's. Specific points are exemplified by means of empirical data. A new resistant statistic is also introduced.

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