[OTDev] r-square computation in validation changed
Pantelis Sopasakis chvng at mail.ntua.grWed Jul 13 12:36:02 CEST 2011
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Oh... my bad! Wrong direction of the comparator; should be >=. So we only get R^2 >= SSreg/SStot which doesn't imply anything about its sign. Thanks for the counterexample! Best regards, Pantelis Pantelis Sopasakis <chvng at mail.ntua.gr> said: > Hi Martin, All, > There are some other formulas that you can find here and there but to > the best of my knowledge they're all equivalent. In all cases R-squared > should be non-negative (read the attached file). > > Best regards, > Pantelis > > > On Wed, 2011-07-13 at 10:50 +0200, Martin Guetlein wrote: > > Hey Pantelis, > > > > we are having a internal discussion which r-square computation is the > > right one. Do you have a opinion on that? > > > > Regards, > > Martin > > > > > > On Tue, May 24, 2011 at 10:12 AM, Martin Guetlein > > <martin.guetlein at googlemail.com> wrote: > > Hello All, > > > > I just changed the r-square computation within the validation > > service. So far I used the squared sample correlation > > coefficient. However, it seems that the more common way to > > compute r-square is 1 - SSE/SST (thats how it is computed in R > > as well). > > I updated the validation statistics page > > (http://opentox.org/data/documents/development/validation/validation-statistics) accordingly. > > > > Best regards, > > Martin > > > > > > P.S. some links > > r-square definitions: > > http://web.maths.unsw.edu.au/~adelle/Garvan/Assays/GoodnessOfFit.html > > http://en.wikipedia.org/wiki/Coefficient_of_determination#Definitions > > r-square as squared sample correlation coefficient > > http://mathworld.wolfram.com/CorrelationCoefficient.html > > > > > > -- > > Dipl-Inf. Martin Gütlein > > Phone: > > +49 (0)761 203 8442 (office) > > +49 (0)177 623 9499 (mobile) > > Email: > > guetlein at informatik.uni-freiburg.de > > > > > > > > -- > > Dipl-Inf. Martin Gütlein > > Phone: > > +49 (0)761 203 7633 (office) > > +49 (0)177 623 9499 (mobile) > > Email: > > guetlein at informatik.uni-freiburg.de > > --
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