# R squared

`kaal:entity:r-squared`

**Status.** derived

This node is assembled mechanically from the 2 claims that carry the concept tag `r-squared`. It is a roster of what the corpus says under this term. It is **not** an adjudicated definition: no single statement here has been ruled canonical, and no first-appearance call has been made. Read the claims and judge for yourself.

## Every claim under this term

2 claims across 2 works, 2014 to 2016.

**2014**

- [2389416-019](https://wulfkaal.github.io/claims/2389416-019) [empirical/evidenced] *(failure mode)* -- 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.
  > The F-statistics support the validity of the models, while the explanatory power, measured by the R-squared is still very limited.
  Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Hedge Fund Performance (2014). SSRN: https://ssrn.com/abstract=2389416

**2016**

- [2816408-023](https://wulfkaal.github.io/claims/2816408-023) [empirical/evidenced] -- 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.
  > 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.
  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

## Verify

Every claim above resolves to a record carrying a verbatim source quote, the sha256 of the source PDF, and a preformatted citation. Nothing here asks to be taken on trust.

    curl -s https://wulfkaal.github.io/entities/r-squared.md | sha256sum

**Canonical form.** This markdown file is the canonical hashed representation of this entity node. Its sha256 is the content hash.