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Ordinary least squares regression of Okun's law.Since the regression line does not miss any of the points by very much, the R 2 of the regression is relatively high.. In statistics, the coefficient of determination, denoted R 2 or r 2 and pronounced "R squared", is the proportion of the variation in the dependent variable that is predictable from the independent variable(s).
In the classical regression setting, the closeness of () to Y is measured via the L 2 risk, also called the ... Toggle the table of contents.
In statistics, the phi coefficient (or mean square contingency coefficient and denoted by φ or r φ) is a measure of association for two binary variables.. In machine learning, it is known as the Matthews correlation coefficient (MCC) and used as a measure of the quality of binary (two-class) classifications, introduced by biochemist Brian W. Matthews in 1975.
To calculate the recall for a given class, we divide the number of true positives by the prevalence of this class (number of times that the class occurs in the data sample). The class-wise precision and recall values can then be combined into an overall multi-class evaluation score, e.g., using the macro F1 metric. [21]
The last value listed, labelled “r2CU” is the pseudo-r-squared by Nagelkerke and is the same as the pseudo-r-squared by Cragg and Uhler. Pseudo-R-squared values are used when the outcome variable is nominal or ordinal such that the coefficient of determination R 2 cannot be applied as a measure for goodness of fit and when a likelihood ...
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scikit-learn (formerly scikits.learn and also known as sklearn) is a free and open-source machine learning library for the Python programming language. [3] It features various classification, regression and clustering algorithms including support-vector machines, random forests, gradient boosting, k-means and DBSCAN, and is designed to interoperate with the Python numerical and scientific ...
Assume that the available data (y i, x i) are measured observations of the "true" values (y i *, x i *), which lie on the regression line: = +, = +, where errors ε and η are independent and the ratio of their variances is assumed to be known: