MCDMRegression evaluation
调整R方 (R²_adj)
调整R方是决定系数的修正版本,它考虑了回归模型中预测变量的数量。由Henri Theil于1961年提出,它解决了标准R方的根本局限性:即无论预测变量是否对解释目标变量有意义,只要增加任何预测变量,R方就有增加的趋势。
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Method map
The neighbourhood of related methods — select a node to explore.
来源
- Theil, H. (1961). Economic Forecasts and Policy. Amsterdam: North-Holland Publishing Company. link ↗
- Ezekiel, M. (1930). Methods of Correlation Analysis. New York: John Wiley & Sons. link ↗
- Judge, G. G., Griffiths, W. E., Hill, R. C., Lütkepohl, H., & Lee, T. C. (1985). The Theory and Practice of Econometrics. New York: John Wiley & Sons. ISBN: 978-0471050773
如何引用本页
ScholarGate. (2026, June 3). Adjusted Coefficient of Determination. ScholarGate. https://scholargate.app/zh/model-evaluation/adjusted-r-squared
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- 赤池信息量准则 (AIC)模型评估↔ compare
- 贝叶斯信息准则 (BIC)模型评估↔ compare
- 均方误差 (MSE)模型评估↔ compare
- R平方 (R²)模型评估↔ compare
- 均方根误差 (RMSE)模型评估↔ compare