[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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