SEARCH MATHEMATICA 8 DOCUMENTATION

THIS IS DOCUMENTATION FOR AN OBSOLETE PRODUCT.
SEE THE DOCUMENTATION CENTER FOR THE LATEST INFORMATION.

Regression Common Functions Package >

Regression Common Package Symbol

Tutorials »|See Also »|More About »

AdjustedRSquared

AdjustedRSquared
is a possible value for the RegressionReport option to Regress and DesignedRegress which represents the adjusted coefficient of determination.

MORE INFORMATION

To use AdjustedRSquared, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].

AdjustedRSquared gives a modified version of the coefficient of determination RSquared which adjusts for the number of parameters in the model.

AdjustedRSquared is equal to 1-(n-1)/(n-p)(1-RSquared) where n=Length[data] and p is the number of parameters in the model.

EXAMPLES

CLOSE ALL

Basic Examples (1)

Needs["LinearRegression`"]

Sample data:

In[2]:=

AdjustedRSquared and RSquared for a linear regression:

In[3]:=

Out[3]=