Review Note
Last Update: 04/30/2024 09:10 AM
Current Deck: Data Science Interviews::stats
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In linear regression, how is R2 interpreted?
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Explained variance.
The proportion of variance in the dependent variable explained by the independent variables.
\[R^{2} = 1 - \frac{\sum{\text{residuals}^2}}{\text{variance} * n}
= 1 - \frac{\sum{(y_i - \hat{y}_i)^2}}{\sum{(y_{i} - \bar{y})^2}}\]
= 1 - \frac{\sum{(y_i - \hat{y}_i)^2}}{\sum{(y_{i} - \bar{y})^2}}\]
(Also called coefficient of determination)
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