Regression R-Square and adjusted R-Square

2007-04-22 12:47 pm
R-Square 有什麼不足

為什麼有adjusted R-Square??


thanks

回答 (1)

2007-04-22 10:36 pm
✔ 最佳答案
R-square不足之處:
假設你要加幾個variables, 不論個variable同條regression有無關係, R-square只會上升
但係當你用adjusted R-square嘅時候, 因為會計埋個degree of freedom, 所以知道個variable係唔係relevant.

adjusted R-square = 1- [1-(R-square)]*[(n-1)/(n-k)], where k = no. of parameters estimated


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