Why I’m Not a Fan of R-Squared

Re:Why I’m Not a Fan of R-Squared by otl1248 on Sunday July 24, 2016 @10:29AM (#12153396)

This is a weird critique of R-Squared. You (should) learn very early on that comparing R-Squared values of different models is a no-no.

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Re:Why I’m Not a Fan of R-Squared by achompas on Sunday July 24, 2016 @10:31AM (#12153406)

And you're claiming it's weird because people learn this early on? Maybe that's where we disagree -- it's not as common to learn about the issues with R^2 as you might think.

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Re:Why I’m Not a Fan of R-Squared by otl1248 on Sunday July 24, 2016 @11:29AM (#12153541)

Maybe the fact that this is in the (reasonably brief) Wikipedia entry on R2 is some evidence?

https://en.wikipedia.org/wiki/Coefficient_of_determination#I...

Also, I find that the OP is actually more confusing on this topic than Wikipedia.

Not sure how else I can support that this is a basic fact about this metric. I'm not in the mood to find quotes in intro textbooks, etc.

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