Regression Analysis, R Squared, Pseudo R Squared, Adjusted R Squared, Deviance.
over-fitted model. To see why adding regression variables to an OLS Regression model does not reduce R², consider two linear models fitted using the OLS technique: y_pred = β1*X1 + β0 y_pred = β2*X2 + β1*X1 + β0 The OLS estimation technique minimizes the residual sum of squares (RSS). If the second