Linked Questions

After some research, I find that the relationship between $R^2$ and the F distribution is as follows: $$ R^2 = 1 - (1 + F \cdot \frac{p-1}{n-p})^{-1} $$ But I am not sure what the $p$ and $n$ values ...

Is comparing features using F-regression the same as correlating features with the label individually and observing the $R^2$ value? I have often seen my ...

This is a very general question about R-squared or the coefficient of determination. I found a couple of threads on CV but none that answers my question in a straightforward way. In short, what is a ‘...

Consider the simple linear model: $$\pmb{y}=X'\pmb{\beta}+\epsilon$$ where $\epsilon_i\sim\mathrm{i.i.d.}\;\mathcal{N}(0,\sigma^2)$ and $X\in\mathbb{R}^{n\times p}$, $p\geq2$ and $X$ contains a ...

I'm learning about sampling statistics and I have a question that doesn't seem like it has been addressed in my readings, which makes me wonder if I have a core confusion. Suppose that you have model ...

I am aware that it is printed at the bottom of the summary function output, but only using the other things displayed from the summary function, how would you work out the multiple R-Squared value? I ...

Let's take a model like this: mod <- lm(Petal.Width ~ Species, data = iris) Is there any way to know how much variance is explained by each level of Species ...

I have been working on solving a problem that requires power analysis to be run in order to determine if the subset of data that we're running analysis on is sufficient before we do the analysis. I ...

I have three data points. (110,1.95), (120, 3.03), and (130, 4.75) Y-values are observed deltas of means and X-values represent temperature settings. After plotting and running a linear regression I ...

This is a soft-question, mainly looking for intuitive insights. I attempted to make a linear model of two variables. Notice that the p-values are significant (<0.05), but the R^2 values are not. ...

I have created two multiple linear models of the same data. The two models vary only in the dropping of a few variables. Model_A includes all X independent vars (A,B,C,D): Model_B includes only A,B ...

Is there any hypothesis testing involving pseudo R-squared? I mean the equation of test statistic or pdf. For example, these pseudo R-squared. http://www.ats.ucla.edu/stat/mult_pkg/faq/general/...

I have a R-squared of 0.4787. I know it indicates the model does not fit very well with the observations, but that is what I got so far using R. My question is: does R-squared help to access ...

I have came across a problem when I am studying linear regression. From the book Plane Answers to Complex Questions (Christensen, 2020), he mentioned that: If $F$ statistic is greater than 1, then ...