RegressionCommon`
RegressionCommon`

AdjustedRSquared

As of Version 7.0, AdjustedRSquared has become a property of LinearModelFit.

AdjustedRSquared

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

Details

  • 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

Basic Examples  (1)

Sample data:

AdjustedRSquared and RSquared for a linear regression:

Wolfram Research (2007), AdjustedRSquared, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/AdjustedRSquared.html.

Text

Wolfram Research (2007), AdjustedRSquared, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/AdjustedRSquared.html.

BibTeX

@misc{reference.wolfram_2021_adjustedrsquared, author="Wolfram Research", title="{AdjustedRSquared}", year="2007", howpublished="\url{https://reference.wolfram.com/language/RegressionCommon/ref/AdjustedRSquared.html}", note=[Accessed: 05-August-2021 ]}

BibLaTeX

@online{reference.wolfram_2021_adjustedrsquared, organization={Wolfram Research}, title={AdjustedRSquared}, year={2007}, url={https://reference.wolfram.com/language/RegressionCommon/ref/AdjustedRSquared.html}, note=[Accessed: 05-August-2021 ]}

CMS

Wolfram Language. 2007. "AdjustedRSquared." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/AdjustedRSquared.html.

APA

Wolfram Language. (2007). AdjustedRSquared. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/RegressionCommon/ref/AdjustedRSquared.html