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R-Square

(Regression Analysis: How Do I Interpret R-squared
and Assess the Goodness-of-Fit?)
ANOVA
Minitab
1 (Goodness of fit statistics)
R2 (R-Squared) R2
R2
(What is Goodness-of-Fit for a Linear Model)
(Linear Regression Model)
(Fitted)

OSL (Ordinary Least Square) (sum of
the square residual)

Definition: Residual = Observed value - Fitted value

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(unbiased)
(Residual plots)





R-Squared (What is R-Squared)
R-Squared
(Coefficient of Determination)
(Coefficient of Multiple Determination)
(Multiple
Regression)
R-Squared

R-Squared = / (Explained variation / Total Variation)
R-Squared 0% - 100%

0%

100%

R-Squared
( )
R-Squared
R-Squared

R-Squared
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38% 87.4%
(
) 100%

R-Squared
R-Squared


R-Squared
R-Squared R-Squared
R-Squared
2
R-Squared
R-Squared 50%

R-Squared

R-Squared
(predictor) 1 (
)

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R-Squared
( (prediction interval) )
R-Squared ?


R-Squared

R-Squared
R-Squared

2
(Fitted Line Plot) Mobility
semiconductor natural log (ln) density

( )
R-Squared 98.5%
(bias)

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(Residual plot)
random

R-Squared
R-Squared
R-Squared
R-Squared
R-Squared R-Squared 2 Adjusted R-Squared
Predicted R-Squared 2 R-Squared
***************************************************************************************************************
: http://blog.minitab.com/blog/adventures-in-statistics/regression-analysis-how-do-iinterpret-r-squared-and-assess-the-goodness-of-fit

_________________________________________________________________________________________________________________________________________________
Minitab Inc.
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