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R-Squared (Adjusted)

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R-Squared (Adjusted) is the name given to the adjusted coefficient of determination, which quantifies the proportion of variability in the response data explained by the regression model, after taking into account the number of variables already in the model.

The value of R2 adjusted does not always increase as more variables are added to the model. In fact, it often decreases if the added variable is statistically insignificant.




If the unadjusted and adjusted R2 values differ greatly, it is a sign that the model includes some statistically insignificant terms.

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