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STAT 301 (55)
Lecture

Adjusted R2, interaction

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Department
Statistics
Course
STAT 301
Professor
Brett Hunter
Semester
Fall

Description
2 December Adjusted R 2 Can help us choose the ‘best’ model 2 As we add predictors to a model, the R for the model will increase regardless of whether the added predictor is useful. Cannot compare useful R ’s if # of predictors is different R 2adjwas developed to allow such a comparison. It adds a penalty term for each additional predictor used. n−1 SSE R 2adj 1 – [ n−(k+1) ] [ TSS ] n = sample size k is number of predictors In theory, we choose the model with the highest R 2adj 2 In practice, we find a group of models with similar R adjand choose the simplest (the one with the fewest predictors) Interaction Sometimes the change in Y associated with a 1-unit increase in one explanatory variable depe
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