[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?

James Salsman

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 Sat Jun 18 07:57:58 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:32:50 EST