Im new to statistics and I have to interpret some results. I understand that R Squared value between 0-1 explains how much of the variation is accounted for in the model.
But I have a column called ‘r2valid’ in my results. Sometimes it’ll be roughly the same as r2, but then other times it is wildly off. I don’t know how to interpret the meaning between these two. Is a high r2 and low r2valid useless? Some of the r2valid numbers are negative and some are whole numbers like -20
Here is an example highlighted in yellow.
Edit: I’ve read this is the validation data set. But I don’t know what this means in simple layman’s terms and how to know the impact of it.