Negative R² in Interviews: It’s Not a Bug—It’s Your Model Losing to the Mean

Negative R² in Interviews: It’s Not a Bug—It’s Your Model Losing to the Mean Many candidates assume R² must lie between 0 and 1. That’s a common misconception. R² is defined as: R² = 1 − SSE / SST where SSE is the model's sum of squared errors and ...