AdjustedRSquared
AdjustedRSquared
is a possible value for the RegressionReport option to Regress and DesignedRegress which represents the adjusted coefficient of determination.
Details and Options
- 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)
AdjustedRSquared and RSquared for a linear regression:
Text
Wolfram Research (2007), AdjustedRSquared, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/AdjustedRSquared.html.
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