当给模型增加自变量时,复决定系数也随之逐步增大,当自变量足够多时总会得到模型拟合良好,而实际却可能并非如此。于是考虑对R2进行调整,记为Ra2,称调整后复决定系数。R2=SSR/SST=1-SSE/SSTRa2=1-(SSE/dfE)/(SST/dfT)
即:
Ra2 = 1- (SSE/(n-p-1)) / (SST/(n-1))