Can a coefficient of determination be negative? Why or why not? | MathCelebrity Forum

Can a coefficient of determination be negative? Why or why not?

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Can a coefficient of determination be negative? Why or why not?

Yes, reasons below

  • predictions that are being compared to the corresponding outcomes have not been derived from a model-fitting procedure using those data
  • where linear regression is conducted without including an intercept
  • Yes, negative values of R2 may occur when fitting non-linear functions to data
 
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