Henning Knautz, Joachim Wilde
Abstract
We consider the coefficient of determination R2 in a linear regression model under linear constraints. We demonstrate that the usual definition of R2 is no longer useful if the restrictions are inhomogeneous and propose a more meaningful alternative.
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We consider the coefficient of determination R2 in a linear regression model under linear constraints. We demonstrate that the usual definition of R2 is no longer useful if the restrictions are inhomogeneous and propose a more meaningful alternative.
Key concepts: Linear regression, Linear model, Proper linear model, Linear predictor function, Mathematics, Log-linear model, General linear model, Applied mathematics