Nonlinear Regression Model.Adjusted RSquared Property
Gets the adjusted R Squared value for the regression.
Definition
Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
C#
The adjusted R Squared value for the regression.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
public override double AdjustedRSquared { get; }
Property Value
DoubleThe adjusted R Squared value for the regression.
Remarks
The adjusted R2 value indicates the ratio of variation that is explained by the model to the total variation in the model, adjusted downward to compensate for overfitting.
The larger the number of independent variables is compared to the number of observations, the lower the adjusted R2 value will be. When using models with a larger set of independent variables, the additional variables may be essentially modeling noise.
The unadjusted R2 value is returned by the RSquared property.
Exceptions
Invalid | The property is accessed before the model has been computed. |