NonlinearRegressionModel.AdjustedRSquared Property

Gets the adjusted R Squared value for the regression.

Definition

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public override double AdjustedRSquared { get; }

Property Value

Double
The 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

InvalidOperationExceptionThe property is accessed before the model has been computed.

See Also