turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- SAS Programming
- /
- General Programming
- /
- adjusted R-squared in PROC GLM

Topic Options

- RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

12-31-2014 12:25 AM

What option will help the following PROC GLM to also report adjusted R-squared? thanks!

PROC GLM DATA=have ;

ABSORB year;

MODEL y = a b c /solution noint ;

RUN;

QUIT;

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to Jonate_H

12-31-2014 02:17 AM

I do not think there is such option why do not you use **PROC RSQUARE**

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to mohamed_zaki

12-31-2014 03:42 PM

Thank you Mohamed!

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to Jonate_H

12-31-2014 12:48 PM

A couple of points: R squared and adjusted R squared are oddly defined with models without intercepts. Still, you could plug the R-squared value obtained from GLM into the formula for adjusted R squared (no intercept):

ADJRSQ(no int) = 1 - n * (1 - R^2)/(n - p), where n is the number of observations and p is the number of parameters fit.

Steve Denham

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to SteveDenham

12-31-2014 03:42 PM

Thank you Steve! that's very helpful.

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to SteveDenham

04-28-2015 01:17 PM

Steve et al.,

It was not clear to me if the model the R^2 value came from had to have any type of option in regards to the intercept or not. Do I run a normal proc glm when getting the R^2 value for the calculation. Also, do you know the name of this particular R^2 adjustment?

Thanks!

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

04-28-2015 02:08 PM

I didn't see a "-1" in the df line, so I am guessing the "noint" option needs to be used with the proc glm statement that generates the R^2, correct?

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

04-28-2015 02:15 PM

Sidenote, I get this in my Log:

"NOTE: Due to the presence of CLASS variables, an intercept is implicitly fitted. R-Square has

been corrected for the mean."

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

04-28-2015 02:49 PM

The formula I gave for the adjusted R^2 is just the standard adjustment, except that the n-1 in the numerator and denominator is replaced by n, since the intercept is not estimated. I don't remember where I found that, but Draper and Smith would be a good place to start. It needs to be the value obtained with the noint option, for it to be consistent. It is a measure of the association between the response and the X values, both considered as deviations from zero, rather than deviations from the mean.

Steve Denham