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Adjusted R Values in Regression Methods

The document discusses regression methods and missing adjusted R-squared values. It provides a table showing the R-squared and adjusted R-squared values calculated for different regression methods, with adjusted R-squared missing for some methods. It also lists some plots that should be included to assess regression model quality and discusses plots missing for partial least squares regression.

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Fahad Razzaq
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5 views1 page

Adjusted R Values in Regression Methods

The document discusses regression methods and missing adjusted R-squared values. It provides a table showing the R-squared and adjusted R-squared values calculated for different regression methods, with adjusted R-squared missing for some methods. It also lists some plots that should be included to assess regression model quality and discusses plots missing for partial least squares regression.

Uploaded by

Fahad Razzaq
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

What’s missing for each method:

R and adj-R value is included in almost every step.


The adjusted R is needed for every method. It is not included in Ridge, LASSO, Elastic Net,
PCR and PLS. Please make sure to calculate the adjusted R.

Method R2 Adj R
Best Subset
Stepwise
OLS 0.395 0.395
Ridge 0.373
LASSO 0.372
Elastic Net 0.349
PCR 0.37670
PLS 0.39021

• Fitted vs. residuals plot


aim: assess to check homoscedasticity
when: only possible after regression analysis

[Link]
python-fa61759ff685

Histogram of standardized residuals:

aim: assess whether the residuals are normally distributed


when: only possible after regression analysis

If the histogram shows that the residuals are not normally distributed, you need to check the
preprocessing data and do some adjustments. The normal distribution graph should further be
included.

• [Link]
• Chapter: Fitting a regression line
[Link]
[Link]/490452_2f035f3a7b9841aeb6358ad56c9dfe0f.html

Missing in PLS

- Model selection plot


- Response plot
- Coefficient plot

Please check this link for a description of those:


[Link]
to/partial-least-squares/interpret-the-results/all-statistics-and-graphs/graphs/

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