topic Re: Adjusted R Square in proc IML in Statistical Procedures

Adjusted R Square in proc IML

davisj4 — Wed, 21 Apr 2021 23:22:02 GMT

When running a regression model in proc iml, I see how to get R-Square but how do I get the adjusted R-Squared?

PaigeMiller — Thu, 22 Apr 2021 11:14:10 GMT

You just add a line to the program that computes adjusted R-squared, according to the formula (for example, here)

Rick_SAS — Thu, 22 Apr 2021 11:14:38 GMT

I'll assume that your design matrix, X, already has a column of 1s for the intercept term. Then according to the SAS/STAT documentation for regression, the formula for the adjusted R-squared is

p = ncol(X);

AdjR = 1 - (n-1)/(n-p)*(1-rSquare);