This paper investigates whether the degree of predictability can be explained by existing asset pricing models, and provides two theoretical upper bounds on the R-square of the regression of stock returns on predictors for given classes of models of interest. Empirically, we find that the predictive R-square is significantly larger than the upper bounds permitted by well known asset pricing mod...

2 1. If shared variance (r²) is reported, correlation (r) is obtained by calculating the square root of shared variance. 2. If covariance (cov(x, y)) is reported, the correlation (r) is obtained by applying the formula r x y x y = cov(,) σ σ where σ is the standard deviation. 2 Procedure 5 and the second part of procedure 6 are described in Wolf (1986).

Social judgment data was analyzed using fuzzy least squares regression analysis based on the extension principle. The proposed analysis is new fuzzy least squares regression analysis in which input data, output data, and coefficients are represented by L-R fuzzy numbers. To evaluate data fitness, we propose a fuzzy version of a squared multiple correlation (R) and conducted an experiment to det...

The traditional coefficient of determination or R is the proportion of variation explained by a regression model versus the variation explained by the mean. This measure does not discriminate well between alternative self-referencing models such as site index curves. The traditional R compares the variation explained by a model with the variation about the mean dependent variable, a very simple...

—The use of model-predicted, local-scale habitat data as inputs in analyses intended to evaluate multiscale fish assemblage–habitat relationships in streams has become increasingly common as the scale at which such studies are conducted has increased. We used fish assemblage and habitat data from 208 wadeable streams in Wisconsin and Michigan to determine whether model-predicted habitat data wo...

in order to comparing geostatistics and artificial neural networks (ann) methods in predicting soil salinity and clay content this experiment was conducted in sistan region land. 121 soil samples were taken at the depth of 0-30 cm within the grid of 750 750 m and soil ec and clay percent were determined. 105 samples were used for training and 16 samples were used for test in both models. diffe...