Question
A data scientist is performing a linear regression and wants to construct a model that explains the most variation in the data. Which of the following should the data scientist maximize when evaluating the regression performance metrics?
- A. Accuracy
- B. R2 Correct
- C. p value
- D. AUC
Explanation
R-squared (the coefficient of determination) measures the proportion of variance in the dependent variable explained by the regression model, so maximizing it means explaining the most variation. Accuracy and AUC are classification metrics, not regression metrics. A p-value measures statistical significance and should be small, not maximized.
