What are 'R2' and MSe parameters for and how can I show them ?

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Krzysztof
Krzysztof 2013-8-19
Hello I'd like to know what they are (what for do we use them or want to see their values) and how can I see their values.
Thanks in anticipation

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回答（3 个）

Amith Kamath
Amith Kamath 2013-8-19
If you do have Curve Fitting Toolbox, http://www.mathworks.com/help/curvefit/evaluating-goodness-of-fit.html should help explain what these terms are. One of the outputs of the FIT function is 'gof' which is elaborated in http://www.mathworks.com/help/curvefit/fit.html#outputarg_fitobject. This provides all the measures you're interested in.
Shashank Prasanna
Shashank Prasanna 2013-8-19
Scroll down and take a look at the 'Definitions' and properties section:
http://www.mathworks.com/help/stats/linearmodelclass.html
More information about the concept itself:
http://en.wikipedia.org/wiki/Coefficient_of_determination
Its a way to understand how good your fit is
dpb
dpb 2013-8-19
See
http://en.wikipedia.org/wiki/Coefficient_of_determination
for a basic definition for R2. In short, R2=1-SSE/SST is the amount of the total variance "explained" by the regression.
It's one measure of how well a model represents the data.
Displaying same in Matlab depends on what toolset you used to get the estimation.

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