Solved – range of coefficient of determination R^2 (can be negative?)

r-squaredregression

According to wikipedia, the coefficient of determination is

$$
R^2 = 1 – \sum_i{\frac{(y_i – f_i)^2}{(y_i – \bar{y})^2}}
$$

where $y_i$ is the $i^{th}$ sample value, $f_i$ is the model predicted value and $\bar{y}$ is the mean value.

I can imagine a simple case with two sample points where the coefficient of determination will be negative. Basically, the problem comes when the regression line is really bad, predicting the regression line as negative of the correlation. But in the places I've read about it, they say that it's range is [0,1]. Can anyone explain?

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Best Answer

"they say that it's range is [0,1]" and they are wrong as it can indeed be negative although to be significantly negative the model has to be intentionally bad and the max is indeed 1.0.

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