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 为什么拟合后我的R^2值是负数？		  New Topic  Reply to Topic
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Linda_zeng

China
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Posted - 05/13/2016 :  02:34:38 AM  Show Profile  Edit Topic  Reply with Quote  View user's IP address  Delete Topic
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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