Analyze Variability

Regression Estimated Effects and Coefficients Table - R-Sq and R-Sq (Adj) Values

  

The Rimage\squared.gif and adjusted Rimage\squared.gif values represent the proportion of variation in the response data explained by the terms in the model.

·    S is measured in the units of the response variable and represents the standard distance that data values fall from the regression line. For a given study, the better the equation predicts the response, the lower S is.

·    Rimage\squared.gif (R-Sq) describes the amount of variation in the observed response values that is explained by the predictor(s). Rimage\squared.gif always increases with additional predictors. For example, the best five-predictor model will always have a higher Rimage\squared.gif than the best four-predictor model. Therefore, Rimage\squared.gif is most useful when comparing models of the same size.

·    Adjusted Rimage\squared.gif is a modified Rimage\squared.gif that has been adjusted for the number of terms in the model. If you include unnecessary terms, Rimage\squared.gif can be artificially high. Unlike Rimage\squared.gif, adjusted Rimage\squared.gif may get smaller when you add terms to the model. Use adjusted Rimage\squared.gif to compare models with different numbers of predictors.

·    R2(pred) is a measure of how well the model predicts the response for new observations. Large differences between Predicted R2 and the other two R2 statistics can indicate that the model is overfit. An overfit model does not predict new observations nearly as well as the model fits the existing data. Predicted R2 is more useful than adjusted R2 for comparing models because it is calculated with observations not included in the model calculation

Example Output

 

Model Summary for Ln(Std)

 

       S    R-sq  R-sq(adj)  R-sq(pred)

0.549040  97.75%     93.25%      76.97%

Interpretation

For the insulation data, the model fits the current data extremely well. The Rimage\squared.gif is 97.75%,  the adjusted Rimage\squared.gif is 93.25%. The model predicts new data well, but not as well as the model fits the current data. The predicted Rimage\squared.gif is 76.97%.