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Variance of the target explained by a linear regression

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Reference no: EM132128634

1) The R-squared of a linear regression model is equal to the proportion of the variance of the target explained by a linear regression model.

2). The R-squared of a linear regression model is equal to the proportion of the variance of the predictors explained by a linear regression model.

3). R-squared is always between 0 and 1

4). For a given dataset the linear regression model with the lowest RSS, has the highest R-squared

5). Adding a predictor which is uncorrelated with the target reduces R-squared due to overfitting.

Reference no: EM132128634

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