25 sept. 2013

1-VR , R squared or coefficient of Determination

One of the most important statistics when we develop a model, to check the performance is the, R square (RSQ) or Coefficient of determination. This video (from the Kahn Academy), describe its calculation and reminds me the statistic 1 - VR from Win ISI.
The statistic called 1-VR (one minus variance ratio)  describes the variance explaind during the cross validation process. 
Beeing:
VR=(SECV*SECV) / (SD*SD)
where:

SECV = Standard Error Cross Validation
SD = Standard Deviation of Reference Values

So
1-VR = 1 - ((SECV*SECV) / (SD*SD))



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