[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 

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.


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