adjusted r squared

How is Adjusted R Squared Calculated?


The formula for adjusted R squared is:
Adjusted R² = 1 - [(1 - R²) * (n - 1) / (n - k - 1)]
Where:
n is the sample size
k is the number of predictors
R² is the coefficient of determination
By penalizing the addition of unnecessary predictors, adjusted R squared provides a more reliable estimate of model quality, especially when comparing models with different numbers of predictors.

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