When running a regression model in proc iml, I see how to get R-Square but how do I get the adjusted R-Squared?
You just add a line to the program that computes adjusted R-squared, according to the formula (for example, here)
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);
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