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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);

 

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