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    R-squared and adjusted R-squared are measures of how well the variables in a regression model predict the target variable. R-squared indicates how well terms fit a regression line or curve, while adjusted R-squared adjusts for the number of predictor variables and will always be less than or equal to R-squared. Adjusted R-squared penalizes adding variables that do not contribute to the model's predictive power and helps address issues like overfitting that can artificially inflate R-squared.

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    ZIA ECO Rrrr Square

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    R-squared and adjusted R-squared are measures of how well the variables in a regression model predict the target variable. R-squared indicates how well terms fit a regression line or curve, while adjusted R-squared adjusts for the number of predictor variables and will always be less than or equal to R-squared. Adjusted R-squared penalizes adding variables that do not contribute to the model's predictive power and helps address issues like overfitting that can artificially inflate R-squared.

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    16 Ansichten2 Seiten

    ZIA ECO RRRR Square

    Hochgeladen von

    abdulraufhcc
    R-squared and adjusted R-squared are measures of how well the variables in a regression model predict the target variable. R-squared indicates how well terms fit a regression line or curve, while adjusted R-squared adjusts for the number of predictor variables and will always be less than or equal to R-squared. Adjusted R-squared penalizes adding variables that do not contribute to the model's predictive power and helps address issues like overfitting that can artificially inflate R-squared.

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    5/20/2017 ZIAECO

    Home ContactUS MyVideoLecture HetroscedasticityChapterPDF

    Pages Tuesday,7March2017
    Home

    LecturesonTimeSeries RSquareandAdjustedRSquare:
    HetroscedasticityChapter
    PDF R2 showshowwellterms(datapoints)fitacurveorline.AdjustedR2 alsoindicateshowwelltermsfitacurveorline,butadjustsforthenumber
    oftermsinamodel.Ifyouaddmoreandmoreuselessvariablestoamodel,adjustedrsquaredwilldecrease.Ifyouaddmoreusefulvariables,
    adjustedrsquaredwillincrease.
    AdjustedR2 willalwaysbelessthanorequaltoR2 .YouonlyneedR2 whenworkingwithsamples.Inotherwords,R2 isntnecessarywhenyou
    Books
    havedatafromanentirepopulation.
    Home
    Theformulais:
    HetroscedasticityChapter
    PDF

    ChapterinPDF
    HetroscedasticityChapter
    where:

    Nisthenumberofpointsinyourdatasample.
    Kisthenumberofindependentregressors,i.e.thenumberofvariablesinyourmodel,excludingtheconstant.

    IfyoualreadyknowR2 thenitsafairlysimpleformulatowork.However,ifyoudonotalreadyhaveR2 thenyoullprobablynotwanttocalculate


    thisbyhand!(Ifyoumust,see(HowtoCalculatetheCoefficientofDetermination)Therearemanystatisticalpackagesthatcancalculated
    adjustedrsquaredforyou.

    BothR2 andtheadjustedR2 giveyouanideaofhowmanydatapointsfallwithinthelineoftheregressionequation.However,thereisonemain


    differencebetweenR2 andtheadjustedR2 :R2 assumesthateverysinglevariableexplainsthevariationinthedependentvariable.Theadjusted
    R2 tellsyouthepercentageofvariationexplainedbyonlytheindependentvariablethatactuallyaffectthedependentvariable.

    HowAdjustedR2PenalizesYou
    TheadjustedR2 willpenalizeyouforaddingindependentvariables(Kintheequation)thatdonotfitthemodel.Why?Inregressionanalysis,it
    canbetemptingtoaddmorevariablestothedataasyouthinkofthem.Someofthosevariableswillbesignificant,butyoucantbesurethat
    significanceisjustbychance.TheadjustedR2 willcompensateforthisbythatpenalizingyouforthoseextravariables.

    ProblemswithR2thatarecorrectedwithanadjustedR2
    1.R2 increaseswitheverypredictoraddedtoamodel.AsR2 alwaysincreasesandneverdecreases,itcanappeartobeabetterfitwiththe
    moretermsyouaddtothemodel.Thiscanbecompletelymisleading.
    2.Similarly,ifyourmodelhastoomanytermsandtoomanyhighorderpolynomialsyoucanrunintotheproblemofoverfittingthedata.When
    youoverfitdata,amisleadinglyhighR2 valuecanleadtomisleadingprojections.

    PostedbyZIAECOat17:55 Recommend this on Google

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