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Analyze Factorial DesignTwo-Level Factorial Designs |
S, R, adjusted R
, and predicted R
are measures of how well the model fits the data. These values
can help you select the model with the best fit.
(R-Sq) describes the amount of variation in the observed
response values that is explained by the predictor(s).
R
always increases with additional predictors. For example,
the best five-predictor model will always have a higher R
than the best four-predictor model. Therefore, R
is most useful when comparing models of the same size.
is a modified R
that has been adjusted
for the number of terms in the model. If you include unnecessary terms,
R
can be artificially high. Unlike R
, adjusted
R
may get smaller when you add terms to the model. Use
adjusted R
to compare models with different numbers of predictors.
Example Output |
Model Summary
S R-sq R-sq(adj) R-sq(pred) 1.51005 98.02% 92.57% 70.86% |
Interpretation |
The model explains 98.02%
of the variation in the data. The adjusted R is 92.57%. R
(pred) is 70.86%,
which indicates that the model explains 70.86%
of the variation when you use it for prediction. If you are comparing
different models, then you generally look for models that minimize S and
maximize the R2 values.