- Note on Use of $R^2$ for No-intercept Model
- Note on Use of $R^2$ for No-intercept Model
- ㆍ 저자명
- Do. Jong-Doo,Kim. Tae-Yoon
- ㆍ 간행물명
- 한국데이터정보과학회지
- ㆍ 권/호정보
- 2006년|17권 2호|pp.661-668 (8 pages)
- ㆍ 발행정보
- 한국데이터정보과학회
- ㆍ 파일정보
- 정기간행물|ENG| PDF텍스트
- ㆍ 주제분야
- 기타
There have been some controversies on the use of the coefficient of determination for linear no-intercept model. One definition of the coefficient of determination, $R^2={sum};{widehat{y^2}};/;{sum};y^2$, is being widely accepted only for linear no-intercept models though Kvalseth (1985) demonstrated some possible pitfalls in using such $R^2$. Main objective of this note is to report that $R^2$ is not a desirable measure of fit for the no-intercept linear model. In fact it is found that mean square error(MSE) could replace $R^2$ efficiently in most cases where selection of no-intercept model is at issue.