{
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 "@type": "DefinedTerm",
 "@id": "https://wulfkaal.github.io/entities/r-squared",
 "identifier": "kaal:entity:r-squared",
 "name": "R squared",
 "termCode": "r-squared",
 "inDefinedTermSet": {
  "@id": "https://wulfkaal.github.io/entities/index.json"
 },
 "author": {
  "@type": "Person",
  "name": "Wulf A. Kaal",
  "identifier": "https://orcid.org/0000-0003-0757-275X"
 },
 "dateModified": "2026-07-29",
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   "value": [
    "2014",
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 "subjectOf": [
  {
   "@type": "Claim",
   "@id": "https://wulfkaal.github.io/claims/2389416-019",
   "identifier": "kaal:claim:2389416-019",
   "text": "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.",
   "abstract": "The F-statistics support the validity of the models, while the explanatory power, measured by the R-squared is still very limited.",
   "citation": "Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Hedge Fund Performance (2014). SSRN: https://ssrn.com/abstract=2389416",
   "datePublished": "2014",
   "claim_type": "empirical",
   "confidence": "evidenced",
   "is_failure_mode": true,
   "scope_conditions": [
    "linear models with and without the AUM dummy"
   ],
   "source_pdf_sha256": "0e1c4615b104821577498d9655de43b9c5c3e985bb0215f56c038b8232be65c3",
   "status": "current"
  },
  {
   "@type": "Claim",
   "@id": "https://wulfkaal.github.io/claims/2816408-023",
   "identifier": "kaal:claim:2816408-023",
   "text": "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-squared remains very limited.",
   "abstract": "The dummy variables are statistically significant and positive in April and September 2012. The F-statistics support the validity of the models, while the explanatory power, measured by the R- squared is still very limited.",
   "citation": "Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Private Fund Performance  – Evidence from 2010 – 2015 (2016). SSRN: https://ssrn.com/abstract=2816408",
   "datePublished": "2016",
   "claim_type": "empirical",
   "confidence": "evidenced",
   "is_failure_mode": false,
   "scope_conditions": [
    "linear models with dummy, December 2011 to December 2012",
    "Table 5 results"
   ],
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  }
 ],
 "description": "2 claims in the published works of Wulf A. Kaal carry the concept tag 'r-squared'. Derived node: a roster, not an adjudicated definition."
}