Teddy Roosevelt never said "The only good indian is a dead indian." That quote is typically associated with Philip Sheridan.
A number of sources claim a similar quote (“I don’t go so far as to think that the only good Indians are the dead Indians, but I believe nine out of every 10 are...") alleged to be from an 1886 speech in New York, but this still goes against how he treated native americans generally and I can't find the original speech so I'm a bit suspicious of this as well.