Explain the difference between an R2 and an “adjusted” R2 in a multiple regression analysis.

What will be an ideal response?


Ans: Both are effect sizes reporting the amount of variability in a criterion accounted for by the predictor variable(s). The adjusted R2 in a multiple regression analysis takes into account the quantity and quality of the predictor variables in the analysis. The R2 in a multiple regression analysis can only go up as predictor variables are added; the adjusted R2 can decrease if we add too many predictor variables and those predictor variables are of poor quality.

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