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Analyze VariabilityRegression Estimated Effects and Coefficients Table - R-Sq and R-Sq (Adj) Values |
The R and adjusted R
values represent the
proportion of variation in the response data explained by the terms in
the model.
(R-Sq) describes the amount of variation in the observed
response values that is explained by the predictor(s).
R
always increases with additional predictors. For example,
the best five-predictor model will always have a higher R
than the best four-predictor model. Therefore, R
is most useful when comparing models of the same size.
is a modified R
that has been adjusted
for the number of terms in the model. If you include unnecessary terms,
R
can be artificially high. Unlike R
, adjusted
R
may get smaller when you add terms to the model. Use
adjusted R
to compare models with different numbers of predictors.
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 R is 97.75%, the
adjusted R
is 93.25%. The model
predicts new data well, but not as well as the model fits the current
data. The predicted R
is 76.97%.