|
Stability StudyModel Summary |
The model summary table shows several statistics that can help you evaluate how well the final model fits the data.
(R-Sq) describes the amount of variation in the observed
response values that is explained by the terms in the final model. R
always increases with additional predictors.
(R-sq(adj)) is a modified R
that is adjusted
for the number of terms in the model. Unlike R
, adjusted
R
may be smaller when the model contains more terms. Use
adjusted R
to compare models that have different numbers
of predictors.
(R-sq(pred)) is a measure of how well the model predicts
the response for new observations. This statistic is more useful than
adjusted R
for comparing models because it is calculated
with observations that are not included in the model calculation. Larger
values of predicted R
suggest models of greater predictive
ability.
Example Output |
Model Summary
S R-sq R-sq(adj) R-sq(pred) 0.594983 92.39% 90.10% 85.22% |
Interpretation |
For the pill data, both R (92.39%)
and adjusted R
(90.10%)
are close to 100%, which indicates that the model fits the data well.
The predicted R
(85.22%)
is also reasonably high, which indicates that the model is useful for
predicting new observations.