entity · derived

R squared

2 claims across 2 works, 2014–2016.

Derived node: assembled mechanically from the claims carrying r-squared. A roster, not an adjudicated definition.

Every claim under this term

• 2389416-019 2014 empirical: The linear regression models are jointly valid on the F-statistic but their explanatory power measured by R-squared remains very limited, with R-squared values of roughly 0.003 to 0.014.
• 2816408-023 2016 empirical: In regressions including a dummy for AUM above $150 million, the dummy is statistically significant and positive only in April and September 2012, and the explanatory power of the models measured by R

json · markdown · entity index