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Add "Global" R-squared #7

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TaylorOshan opened this issue Jan 17, 2018 · 1 comment
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Add "Global" R-squared #7

TaylorOshan opened this issue Jan 17, 2018 · 1 comment

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@TaylorOshan
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TaylorOshan commented Jan 17, 2018

Currently, results include a local R-squared that is based on weighted diagnostics and not directly comparable to the R-squared of a an OLS. Would be useful to have global R-squared implemented as:

R-squared = 1 - (RSS / TSS)

where

TSS = np.sum((results.y.reshape((815,1)) - np.mean(y))**2)
RSS = np.sum((results.y.reshape((815,1)) - results.predy.reshape((815,1)))**2)

@TaylorOshan TaylorOshan mentioned this issue Feb 14, 2018
@Ziqi-Li
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Ziqi-Li commented Feb 22, 2018

This is added in #18

@Ziqi-Li Ziqi-Li closed this as completed Feb 22, 2018
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