Mathematical formula for R-sq adjusted
- August 7, 2006 at 12:31 pm #44248
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Can some one explain me the significance of R-sq adjusted as compared to R-sq in regression analysis ? What is the mathematical formula for R-sq adjusted ? how it is different from R-sq ?
0August 7, 2006 at 12:57 pm #141483
R2 and R2-Adjusted represent the proportion of variation in the response data explained by the predictors. So, if your error is small (all of the points are close to the regression model the line) then your R2 value approaches 1.
It is possible to artificially make R2 approach 1 buy adding more Xs to your model. But, R2-Adjusted takes into account the number of Xs and number of data points being analyzed and there for mitigates this impact on your value.
Hope that this helps.
BTW. R2-Adjusted = 1 [(SSERROR / dfERROR) / (SSTOTAL / dfTOTAL)]
as opposed to
R2 = SSERROR / SSTOTAL0August 17, 2006 at 5:26 am #141837
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