Subscribe to DSC Newsletter

Reasons behind deterioration of r squared for an OLS model over a period of time


I am working on a project which involves investigation of deterioration in R squared over a period of time for an OLS model. I am wondering how to approach this problem considering the fact that there are few dummy independent variables as well along with a few continuous ones. Do I have to check if there is any shift at an overall model level and characteristic level? If there are any other approaches that are adopted in the industry then please let me know. Any help on this would be appreciated.




Views: 137

Reply to This

On Data Science Central

© 2019 is a subsidiary and dedicated channel of Data Science Central LLC   Powered by

Badges  |  Report an Issue  |  Privacy Policy  |  Terms of Service