I don't think you can calculate E^2 without the "true model", which you practically never have. The code uses the "true model" too: https://github.com/johnmyles

I don't think you can calculate E^2 without the "true model", which you practically never have. The code uses the "true model" too: https://github.com/johnmyleswhite/r_squared/blob/master/utils.R#L63 https://github.com/johnmyleswhite/r_squared/blob/master/util... I guess the post is similar to Anscombe's quartet [1]: a warning not to blindly trust summary statistics. [1] https://en.wikipedia.org/wiki/Anscombe%27s_quartet https://en.wikipedia.org/wiki/Anscombe%27s_quartet