Can R-squared be negative in case of Linear Regression?
R-squared is a statistical measure that represents the proportion of the variance for a dependent variable that’s explained by an independent variable or variables in a regression model.
There is a common misconception that R-squared cannot be negative.
In this video, I’ll explain that when the predictions of the linear regression model are worse than the simple mean of the target variable then R-squared values are negative.
I hope you all like it 🙂