Adjusted coefficient of determination

There is a potential problem with using as an overall measure of the quality of a fitted equation. The value of generally increases as we add more and more explanatory variables to the regression model. Therefore, by adding a large number of variables to our regression model (even if they are not included in the model) we can make the value of very close to 1. Such a value of will be misleading, and it will not represent the true explanatory power of the regression model. To eliminate this shortcoming of , it is preferable to use the adjusted coefficient of determination, which is denoted by . The value of may increase, decrease, or stay the same as we add more explanatory variables to our regression model. If a new variable added to the regression model contributes significantly to explain the variation in y, then increases; otherwise it decreases. The value of is calculated as follows

or

Дата добавления: 2015-08-05