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General Linear Model (GLM)Model Summary - S, R-Sq, R-Sq (adj) and R-Sq (pred) Values |
S, R, adjusted R
, and predicted 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.
Example Output |
S R-sq R-sq(adj) R-sq(pred) 0.147504 94.61% 92.81% 88.01% |
Interpretation |
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For the salary data, S is 0.147504, R is 94.61%, and adjusted R
equals 92.81%. R
(pred) is 88.01%,
which indicates that the model explains 88.01%
of the variation in Salary when you use it for prediction. If you are
comparing different salary models, then you generally look for models
that minimize S and maximize the R
values.