MATLAB: Adjusted Rsquared in GeneralizedLinearModel Class

Question

Hi All,

I've been doing some work with the GeneralizedLinearModel Class in the R2012b Statistics toolbox.

Just wondering (because it's not documented) What is the difference between GeneralizedLinearModel.Rsquared.Adjusted and GeneralizedLinearModel.Rsquared.AdjGeneralized? or should I just steer well clear of the latter?

Best Wishes

Peter

Answer 1

Hi Peter, It is the same as Generalized R^2:

http://en.wikipedia.org/wiki/Coefficient_of_determination#Generalized_R2

You can find its implementation in the rsquared.m file:

edit([matlabroot '\toolbox\stats\classreg\+classreg\+regr\+modelutils\rsquared.m'])