RE: [R] R-squared in summary(lm...)

From: Berton Gunter <gunter.berton_at_gene.com>
Date: Tue 19 Apr 2005 - 09:07:13 EST


Please consult any basic book on linear regression/linear models; for example, APPLIED REGRESSION ANALYSIS by Draper and Smith. Or google on "adjusted R-Squared."

In brief, Adjusted R-squared arrempts to compensate for the property that adding extra regressors -- even random ones -- to a linear model **always** increases R-squared. It does so by penalizing for extra regressors. So R-squared is almost never useful as an indication of the quality of fit. Adjusted R-squared might be (but often isn't either because of selection bias among other reasons).

"The business of the statistician is to catalyze the scientific learning process." - George E. P. Box    

> -----Original Message-----
> From: r-help-bounces@stat.math.ethz.ch
> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of
> Benjamin M. Osborne
> Sent: Monday, April 18, 2005 3:52 PM
> To: R help
> Subject: [R] R-squared in summary(lm...)
>
> What is the difference between the two R-squareds returned
> for a linear
> regression by summary(lm...)? When might one report multiple
> vs. adjusted
> R-squared?
> Thank you,
> Ben Osborne
>
> --
> Botany Department
> University of Vermont
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>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Apr 19 09:16:06 2005

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