Bastian, I learned the "coefficient of determination" as r^2, so its range would be zero to 1. I'm not familiar with the Greene reference, but I would assume that it could be applied to nonlinear regressions. I would think its range would still be zero to one...
WBW On 3 Sep 2003, Bastian wrote: > I wonder if the coefficient of determination, which usually ranges > from -1 to +1, can achieve other values for nonlinear relations. I > read something like that in an artikel which said that this is shown > in GREENE, W. H., Econometric analysis (1997), p. 318. > > Unfortunately I can't get the book the next weeks, so I'd be glad > about any comments on the topic or some hints to other literature > sources. > > Thanks a lot, > > Bastian > . > . > ================================================================= > Instructions for joining and leaving this list, remarks about the > problem of INAPPROPRIATE MESSAGES, and archives are available at: > . http://jse.stat.ncsu.edu/ . > ================================================================= > . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
