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One-Way ANOVAModel Summary Table |
S, R and adjusted R
are measures of how well
the model fits the data. These values can help you select the model with
the best fit.
(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.
(pred) indicates how well the model predicts responses for
new observations. Predicted R
can prevent overfitting the
model. This statistic is more useful than adjusted R
for
comparing models because it is calculated with observations not included
in the model calculation. Larger values of predicted R
suggest
models of greater predictive ability.
Example Output |
Model Summary
R-sq R-sq(adj) R-sq(pred) 47.44% 39.56% 24.32% |
Interpretation |
For the paint data, R is 47.44%
and adjusted R
equals 39.56%.
If you are comparing different paint hardness models, then you generally
look for models that minimize S and maximize the three R
values.