Tag: r-squared
Interview Questions
- Why R-squared can only go up, and what to use instead
- What R-squared does and does not tell you
- R² jumped to 0.6, but you added 30 regressors
- Two random walks with R² of 0.9 and no relationship
- An R² of 0.0016 that is worth a fortune
- R² as the split between market risk and stock-specific risk
- R², what it measures and how it misleads