[R] in R when I get negative adjusted R^2 using "lm", what might be the problem?
Tom Backer Johnsen
backer at psych.uib.no
Mon Nov 10 22:21:19 CET 2008
Greg Snow wrote:
> No problem, adjusted R-squared can be negative. If there truly is no relationship, then the adjusted R-squared should average to 0, so sometimes it must be negative. All of your R-squared and adjusted R-squared values suggest that there is not much of a relationship (less without the transform).
Nevertheless, there remains the logical problem of a negative squared
value.
In any case, given the relatively large difference between the R-square
and the adjusted value, he probably has a relative large number of
independent variables compared to the number of rows in the data set.
And the dependent variable is probably quite skewed as well.
Tom
More information about the R-help
mailing list