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Question and Answer

Connor McDonald

Thanks for the question, Stephen.

Asked: October 22, 2019 - 3:40 pm UTC

Answered by: Connor McDonald - Last updated: October 25, 2019 - 5:04 am UTC

Category: SQL - Version: Version

Viewed 100+ times

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You Asked

I was searching a large emissions database for pairs of columns with correlated values.
My first effort identified a large number of sets with an R2 value of 1 based on blindly applying the REGR_R2 function to discrete pairs of numeric data columns.

When I started reviewing outputs I noticed that many of the REGR_R2 results were not reliable because REGR_R2 appears to return a value of 1 when the y column is constant (i.e., y_col) in the syntax REGR_R2(y_col, x_col).

I plan to add a standard deviation calculation to the script prior to the REGR_R2 calculation and forgo the REGR_R2 calculation when the standard deviation of y_col = 0.

But why does REGR_R2 return a value of 1 when the y parameter is constant and the x parameter is variable? Shouldn't it return either 0 or null?

table xy_values

y_val x_val
row 1 0.0038 0.023
row 2 0.0038 0.022
row 3 0.0038 0.085
row 4 0.0038 0.087
row 5 0.0038 0.019

select regr_r2(xy_values.y_val, xy_values.x_val) 
from  xy_values;



and we said...

As per the docs:

NULL if VAR_POP(expr2)  = 0

                        1 if VAR_POP(expr1)  = 0 and 
                             VAR_POP(expr2) != 0

POWER(CORR(expr1,expr),2) if VAR_POP(expr1)  > 0 and
                             VAR_POP(expr2  != 0

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