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为什么拟合后我的R^2值是负数?
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[quote][i]Originally posted by Linda_zeng[/i] [br]R^2 = 1 - RSS/TSS RSS = Sum (wi*(y-yi)^2) // 拟合数据与原数据的平方差和 (加权重) TSS = Sum(yi-yavg)^2 // 原数据和平均值的的平方差和 当数据点少,而且数据不符合拟合模型趋势的时候,RSS>TSS=》 RSS/TSS>1=》R^2<0 所以当你看到R^2是负值的时候不要觉得软件出了bug,一个数的平方怎么会是负数呢。 [img]http://www.originlab.com/ftp/forum_and_kbase/Images/tiebaGG4.jpg[/img] [/quote]
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Linda_zeng
Posted - 05/13/2016 : 02:34:38 AM
R^2 = 1 - RSS/TSS
RSS = Sum (wi*(y-yi)^2) // 拟合数据与原数据的平方差和 (加权重)
TSS = Sum(yi-yavg)^2 // 原数据和平均值的的平方差和
当数据点少,而且数据不符合拟合模型趋势的时候,RSS>TSS=》 RSS/TSS>1=》R^2<0
所以当你看到R^2是负值的时候不要觉得软件出了bug,一个数的平方怎么会是负数呢。
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