Suppose m=2, Y1=Y and Y2= -Y. Then (b) is zero so (a) must be greater or equal to (b). Thus (b) is not necessarily greater than (a).
kan Liu <kan_liu1 <at> yahoo.com> writes: : : Hi, : : We got a question about interpretating R-suqared. : : The actual outputs for a test dataset is X=(x1,x2, ..., xn). : model 1 predicted the outputs as Y1=(y11,y12,..., y1n) : model n predicted the outputs as Y2=(y21,y22,..., y2n) : : ... : model m predicted the outputs as Ym=(ym1,ym2,..., ymn) : : Now we have two ways to calculate R squared to evaluate the average performance of committee model. : : (a) Calculate R squared between (X, Y1), (X, Y2), ..., (X,Ym), and then averaging the R squared : (b) Calculate average Y=(Y1+Y2, + ... Ym)/m, and then calculate the R squared between (X, Y). : : We found it seemed that R squared calculated in (b) is 'always' higher than that in (a). : : Does this result depends on the test dataset or this happened by chance?Can you advise me any reference for : this issue? : : Many thanks in advance! : : Kan : : : : --------------------------------- : : [[alternative HTML version deleted]] : : ______________________________________________ : R-help <at> stat.math.ethz.ch mailing list : https://www.stat.math.ethz.ch/mailman/listinfo/r-help : PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html : : ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html