How is adjrsquare calculated?

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Scott
Scott il 9 Gen 2012
Can anyone direct me to how the goodness of fit output 'adjrsquare' is calculated? I know it's the "Degree-of-freedom adjusted coefficient of determination" but can anyone direct me to literature on how it is physically calculated by the program. Thanks.

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Wayne King
Wayne King il 9 Gen 2012
Hi Scott, it is
1-(1-Rsquare)*(number_of_observations-1)/degs_of_freedom
You can find the basic description here:
http://en.wikipedia.org/wiki/Coefficient_of_determination
Search for Adjusted R^2

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