adjR2.lm {glmtoolbox} | R Documentation |
Adjusted R-squared in Normal Linear Models
Description
Extracts the adjusted R-squared in normal linear models.
Usage
## S3 method for class 'lm'
adjR2(..., digits = max(3, getOption("digits") - 2), verbose = TRUE)
Arguments
... |
one or several objects of the class lm, which are obtained from the fit of normal linear models. |
digits |
an (optional) integer value indicating the number of decimal places to be used. As default, |
verbose |
an (optional) logical indicating if should the report of results be printed. As default, |
Details
The R-squared is computed as R^2=1 - RSS/Null.RSS
. Then,
the adjusted R-squared is computed as
1 - \frac{n-1}{n-p}(1-R^2)
, where p
is the
number of parameters in the linear predictor and n
is the sample size.
Value
a matrix with the following columns
RSS | value of the residual sum of squares, |
R-squared | value of the R-squared, |
df | number of parameters in the linear predictor, |
adj.R-squared | value of the adjusted R-squared, |
Examples
###### Example 1: Fuel efficiency of cars
fit1 <- lm(mpg ~ log(hp) + log(wt) + qsec, data=mtcars)
fit2 <- lm(mpg ~ log(hp) + log(wt) + qsec + log(hp)*log(wt), data=mtcars)
fit3 <- lm(mpg ~ log(hp)*log(wt)*qsec, data=mtcars)
AIC(fit1,fit2,fit3)
BIC(fit1,fit2,fit3)
adjR2(fit1,fit2,fit3)
[Package glmtoolbox version 0.1.12 Index]