标题: Multiple R squared [打印本页] 作者: lunarfollies 时间: 2011-7-13 14:00 标题: Multiple R squared
Can someone explain the significance of this term in an ANOVA table? If a question asks that you interpret or use R squared, which would you focus on R squared or multiple?
Edited 1 time(s). Last edit at Wednesday, May 26, 2010 at 06:37PM by dhwit.作者: 5566 时间: 2011-7-13 14:00
Also, please correct me if I am wrong, but you should also be aware of the adjusted R squared, which basically states that adding more independent variables will of course raise the R squared, but the adjusted R squared will reduce these effects?作者: yospaghetti 时间: 2011-7-13 14:00
with a single independent variable, multicolliearity doesnt exist so a high R2 is very good.
Single X:
Multiple R = correlation
R^2 = coeff of Determination
R2 will keep on increasing as you add more independent variables. There will be a time where adding new variables will lead to diminishing returns. This is where adjusted R2 is helpful.
Adjusted R2 will always be lower than R2
