Eviews中R2 可不可能是负数

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Eviews中R2  可不可能是负数

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关键词：EVIEWS Views Eview view EWS EVIEWS 负数

貌似调整后的R2是可以为负的。

这跟调不调整没关系，联立方程模型中就经常出现负的R2

R^2不可能是负数，R^2大于等于0，小于等于1。但是调整后的R^2有可能是负数。

调整后的可能是负的，传说中的BUG。。。

我在sas中就出现了r2 和调整r2都为负的奇观。。。的确是联立方程求解 尚未找到合理解释~

Eviews也出现了r2 和调整r2都为负，原因寻找中...

[From Stata] How can an R2 be negative?

The formula for R-squared is

R2 = MSS/TSS

where

MSS = model sum of squares = TSS − RSS and
TSS = total sum of squares = sum of (y − ybar)2 and
RSS = residual (error) sum of squares = sum of (y − Xb)2

On your output MSS is negative, so R2 would be negative.

MSS is negative because RSS is greater than TSS. RSS is greater than TSS because ybar is a better predictor of y (in the sum-of-squares sense) than Xb!

How can Xb be worse than ybar, especially when the model includes the constant term? At first glance, this seems impossible. But it is possible with the 2SLS/IV model.

郁闷啊。联立方程模型，全国的、西部、中部的都对，东部的R2是负的、、、

r2为负数的话，这个结果能用吗？