Problem with adjusted R squared

christophM / interpretable-ml-book

Book about interpretable machine learning

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Closed huanfachen closed 4 years ago

huanfachen commented 4 years ago

In Section 4.1.1, the adjusted R squared is defined as: $\bar{R}^2=R^2-(1-R^2)\frac{p}{n-p-1}$

This is different from the definition on wikipedia (https://en.wikipedia.org/wiki/Coefficient_of_determination#Adjusted_R2), and not accurate.

Consider this new formula: $\bar{R}^2=R^2-(1-R^2)\frac{n-1}{n-p-1}$

christophM commented 4 years ago

Good catch, thanks a lot!