Some computer packages report an adjusted R2 along with the unadjusted R2 . In general, why is the adjusted R2 smaller, and under what conditions will it approach the size of the unadjusted R2?


The R2 has been adjusted for the degrees of freedom. If the number of variables is large relative to the number of observations, R2 will exaggerate the strength of the linear relationship. The adjusted R2 will get closer to R2 as sample sizes become larger relative to the number of variables.

Business

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