[R] about R squared value

Bernd Dittmann herrdittmann at yahoo.co.uk
Mon Apr 23 12:46:16 CEST 2007

Hi Nitish,

R^2 cannot take values of greater than 1.

Per definition (see 

R^2 := 1- SSE/SST

SSE = sum of squared errors
SST = total sum of squares

For R^2 > 1 would require SSE/SST <0.

Since SSE and SST are non-negative (check the formulas, they are the sum 
of squared differences which are neccessarily non-negative), SSE/SST < 0 
is impossible.


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