RegressionModel<T>.AdjustedRSquared Property

public virtual double AdjustedRSquared { get; }

Public Overridable ReadOnly Property AdjustedRSquared As Double
	Get

public:
virtual property double AdjustedRSquared {
	double get ();
}

abstract AdjustedRSquared : float with get
override AdjustedRSquared : float with get

Property Value

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.

Reference