BookmarkSubscribeRSS Feed
davisj4
Calcite | Level 5

Screen Shot 2021-04-21 at 7.18.55 PM.png

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

2 REPLIES 2
PaigeMiller
Diamond | Level 26

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

--
Paige Miller
Rick_SAS
SAS Super FREQ

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);

 

SAS Innovate 2025: Register Now

Registration is now open for SAS Innovate 2025 , our biggest and most exciting global event of the year! Join us in Orlando, FL, May 6-9.
Sign up by Dec. 31 to get the 2024 rate of just $495.
Register now!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 2 replies
  • 810 views
  • 1 like
  • 3 in conversation