2 messages · Benjamin M. Osborne, Bert Gunter
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 109 Carrigan Drive Burlington, VT 05405 benjamin.osborne at uvm.edu phone: 802-656-0297 fax: 802-656-0440
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). -- Bert Gunter Genentech Non-Clinical Statistics South San Francisco, CA "The business of the statistician is to catalyze the scientific learning process." - George E. P. Box
-----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at 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 109 Carrigan Drive Burlington, VT 05405 benjamin.osborne at uvm.edu phone: 802-656-0297 fax: 802-656-0440
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