negative r-squares

From the script below it seems no adjustment for degrees of freedom

Hello Pinar,

I don't know for sure what your calculation is, but R2 values can range
from -inf to 1 if an adjusted R2 is being used. In other words, one
possibility is that your adjusting for degrees of freedom using some
variation of the following (n-1/n-k)(1-R2) where the adjusted R2 is
equivalent to simple regression when k=1.  So when the estimated R2 less
than or equal to 0 that means the model forecast is inferior to the mean
(really poor fit). Another way of looking at a negative R2 is that the
fit is worse than a horizontal line, so the sum-of-squares from the
model is larger than the sum-of-squares from a horizontal line. Again,
poor fit.

Cheers-Jason


Pinar Aslantas Bostan wrote:

Hi all,

I am working about comparison of kriging and regression methods. I
have one dependent (PREC) and seven independent variables. I created
10 different test and train datasets. I am using train datasets for
building the models and test datasets for calculating error (RMSE) and
r-squares. When I obtained prediction values for grid, then I use
overlay() to get predictions for test dataset. For example:

# regression kriging
# dem is the grid (I want to get predictions for each pixel of dem)
and dem$rk.pred1 contains regression kriging predictions

test1$rk.predicted = dem$rk.pred1[overlay(dem, test1)]

# calculating r-square values based on test values

ss <-(test1$PREC-mean(test1$PREC))*(test1$PREC-mean(test1$PREC))
sst1<-sum(ss)
e <-(test1$PREC-test1$rk.predicted)*(test1$PREC-test1$rk.predicted)
sse.rk<-sum(e)
rk1.r.square<-1-(sse.rk/sst1)

My problem is that, for some datasets the methods can be resulted with
negative r-squares. Here I gave an example about regression kriging
but also same problem may occur for linear regression. I checked the
dependent and independent variables and there is no problem with them.
Are there anyone who knows another function instead of overlay() for
the same purpose? (I thougt that maybe the problem is because of
overlay function) or do you have any idea about reason of negative
r-square values?

Best regards,
Pinar


********************************************************************************

Pinar Aslantas Bostan
Research Assistant
Department of Geodetic and
Geographic Information Technologies (GGIT)
Middle East Technical University
06531 Ankara/TURKEY
aslantas at metu.edu.tr