Gets the adjusted R Squared value for the regression.
Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (Extreme.Numerics)
Syntax
| Visual Basic (Declaration) |
|---|
Public ReadOnly Property AdjustedRSquared As Double |
| C# |
|---|
public double AdjustedRSquared { get; } |
| C++ |
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public: double AdjustedRSquared { double get (); } |
Value
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 aditional variables may be essentially modeling noise.
The unadjusted R2 value is returned by the RSquared property.
Exceptions
| Exception | Condition |
|---|---|
| InvalidOperationException | The property is accessed before the model has been computed. |
See Also
