The R2 measure of determination for linear models
1 2 3 4 5 6
a statistical model
further not yet used parameters
Logical, whether the estimate of R2 should be adjusted for the degrees of freedom of the model.
A reference model for computation of a relative R^2.
The R^2 measure of determination is defined as:
and provides the portion of variance explained by the model. It is a number between 0 and 1, where 1 means the model perfectly explains the data and 0 means that the model has no better explanation of the data than a constant mean. In case of multivariate models metric variances are used.
If a reference model is given by
ref, the variance of the
residuals of that models rather than the variance of the data is
used. The value of such a relative R^2 estimates how much
of the residual variance is explained.
adjust=TRUE the unbiased estiamators for the variances are
used, to avoid the automatisme that a more parameters automatically
lead to a higher R^2.
The R2 measure of determination.
K.Gerald v.d. Boogaart http://www.stat.boogaart.de
1 2 3
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.