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);
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!
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.