[R] adjusted R^2 vs. ordinary R^2

From: James Salsman <james_at_bovik.org>
Date: Sat 18 Jun 2005 - 07:16:32 EST


I thought the point of adjusting the R^2 for degrees of freedom is to allow comparisons about goodness of fit between similar models with different numbers of data points. Someone has suggested to me off-list that this might not be the case.

Is an ADJUSTED R^2 for a four-parameter, five-point model reliably comparable to the adjusted R^2 of a four-parameter, 100-point model? If such values can't be reliably compared with one another, then what is the reasoning behind adjusting R^2 for degrees of freedom?

What are the good published authorities on this topic?

Sincerely,
James Salsman



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