Can a Regression Model with a Small R-squared Be Useful?

by Karen Grace-Martin

R² is such a lovely statistic, isn’t it?  Unlike so many of the others, it makes sense–the percentage of variance in Y accounted for by a model.

I mean, you can actually understand that.  So can your grandmother.  And the clinical audience you’re writing the report for.

A big R² is always good and a small one is always bad, right?

Well, maybe. [click to continue…]

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