Coefficient of determination 決定係數: R2或r2

from:* Module 7.5 LOS 7.j: ANOVA Tables, R-squared (adjusted and unadjusted), SEE and F-tests – XW MarketMakers

• r-squared

  

• MAE, MSE, RMSE

  

• standard error of estimate (SEE)

  

• lemma 1: a regression y ~ x is equivalent to y - mean(y) ~ x - mean(x)

  

• lemma 2: beta = cov(x, y) / var(x)

• lemma 3: R.square = cor(x, y) ^ 2

• Binary Classification - Evaluation Metrics for Model Correctness

• standard error of estimate (SEE)

  

Reference:

• 決定係數 - 維基百科，自由的百科全書
  • Coefficient of determination - Wikipedia
• R-Squared Definition
• R-Squared vs. Adjusted R-Squared: What's the Difference?
• R語言自學日記(9) — 迴歸模型介紹 - R 語言自學系列 - Medium
• Function to calculate R2 (R-squared) in R - Stack Overflow
• Coefficients of determination - PDF

• Binary Classification - Spark MLlib Tutorial

• Module 7.5 LOS 7.j: ANOVA Tables, R-squared (adjusted and unadjusted), SEE and F-tests – XW MarketMakers