Can a coefficient of determination be negative? Why or why not?

Discussion in 'Calculator Requests' started by math_celebrity, Jan 8, 2017.

  1. math_celebrity

    math_celebrity Administrator Staff Member

    Can a coefficient of determination be negative? Why or why not?

    Yes, reasons below

    • predictions that are being compared to the corresponding outcomes have not been derived from a model-fitting procedure using those data
    • where linear regression is conducted without including an intercept
    • Yes, negative values of R2 may occur when fitting non-linear functions to data
     

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