dot-Rbar2: Adjusted R-squared \bar{R}^{2} (from R^2)

Description Usage Arguments Details Value Author(s) References See Also

Description

Calculates the adjusted coefficient of determination

\bar{R}^{2} = 1 - ≤ft(\frac{RSS / ≤ft( n - k \right)} {TSS / ≤ft( n - 1 \right)} \right) = 1 - ≤ft( 1 - R^2 \right) \frac{n - 1}{n - k} .

Usage

1
.Rbar2(R2 = NULL, n, k, X, y, fromRSS = TRUE)

Arguments

R2

Numeric. Coefficient of determination R^2 .

n

Integer. Sample size.

k

Integer. Number of regressors including a regressor whose value is 1 for each observation.

X

n by k numeric matrix. The data matrix \mathbf{X} (also known as design matrix, model matrix or regressor matrix) is an n \times k matrix of n observations of k regressors, which includes a regressor whose value is 1 for each observation on the first column.

y

Numeric vector of length n or n by 1 matrix. The vector \mathbf{y} is an n \times 1 vector of observations on the regressand variable.

fromRSS

Logical. If TRUE, calculates the coefficient of determination from RSS. If FALSE, calculates the coefficient of determination from ESS.

Details

If R2 = NULL, R2 is computed using R2() with X and y as required arguments. If R2 is provided, X, and y are not needed.

Value

Returns the adjusted coefficient of determination \bar{R}^{2} .

Author(s)

Ivan Jacob Agaloos Pesigan

References

Wikipedia: Residual Sum of Squares

Wikipedia: Explained Sum of Squares

Wikipedia: Total Sum of Squares

Wikipedia: Coefficient of Determination

See Also

Other assessment of model quality functions: .MSE(), .R2fromESS(), .R2fromRSS(), .RMSE(), .model(), MSE(), R2(), RMSE(), Rbar2(), model()


jeksterslabds/jeksterslabRlinreg documentation built on Jan. 7, 2021, 8:30 a.m.