ExcelBanter

ExcelBanter (https://www.excelbanter.com/)
-   Excel Discussion (Misc queries) (https://www.excelbanter.com/excel-discussion-misc-queries/)
-   -   Multiple Regression R^2 Issue (https://www.excelbanter.com/excel-discussion-misc-queries/92475-multiple-regression-r%5E2-issue.html)

DigitalDuck

Multiple Regression R^2 Issue
 
Whenever I run a multiple regression it always tells me that my R^2 is 1
Now I know these numbers aren't that good.
Maybe someone can help me figure this out.
Here is what it outputs in the summary field:
Regression Statistics:
Multiple R: 1
R Squa 1
Adj. R Squa -1.2E-09
Standard Error: 1.15E-10
Observations 3

I have 7 input variables each with 3 observations.
Anyone know what is going on or if I am just screwing it up and reading it
wrong?
I haven't been in stat for a while, and when I was I used SPSS which was way
more user friendly.
Thanks.

I know there are very ef

Jerry W. Lewis

Multiple Regression R^2 Issue
 
I am not sure what you were intending to do, but you appear to have asked
Excel to fit 3 variables (or 2 variables and an intercept) to 3 data points,
which by definition will fit perfectly (though is unlikely to be meaningful).

Jerry

"DigitalDuck" wrote:

Whenever I run a multiple regression it always tells me that my R^2 is 1
Now I know these numbers aren't that good.
Maybe someone can help me figure this out.
Here is what it outputs in the summary field:
Regression Statistics:
Multiple R: 1
R Squa 1
Adj. R Squa -1.2E-09
Standard Error: 1.15E-10
Observations 3

I have 7 input variables each with 3 observations.
Anyone know what is going on or if I am just screwing it up and reading it
wrong?
I haven't been in stat for a while, and when I was I used SPSS which was way
more user friendly.
Thanks.

I know there are very ef


DigitalDuck

Multiple Regression R^2 Issue
 
That makes sense. So in order to have it not = 1 I need to add more data
points for each variable, correct?


"Jerry W. Lewis" wrote:

I am not sure what you were intending to do, but you appear to have asked
Excel to fit 3 variables (or 2 variables and an intercept) to 3 data points,
which by definition will fit perfectly (though is unlikely to be meaningful).

Jerry

"DigitalDuck" wrote:

Whenever I run a multiple regression it always tells me that my R^2 is 1
Now I know these numbers aren't that good.
Maybe someone can help me figure this out.
Here is what it outputs in the summary field:
Regression Statistics:
Multiple R: 1
R Squa 1
Adj. R Squa -1.2E-09
Standard Error: 1.15E-10
Observations 3

I have 7 input variables each with 3 observations.
Anyone know what is going on or if I am just screwing it up and reading it
wrong?
I haven't been in stat for a while, and when I was I used SPSS which was way
more user friendly.
Thanks.

I know there are very ef


DigitalDuck

Multiple Regression R^2 Issue
 
However, when I run a single regression on just one variable's data, even
though it is only 3 data entries, it gives me a R^2 anywhere from .08 to .98
which would make sense to me. Why when I add multiple variables would it
then change to being 1 when it seemingly works for single variable?

"DigitalDuck" wrote:

That makes sense. So in order to have it not = 1 I need to add more data
points for each variable, correct?


"Jerry W. Lewis" wrote:

I am not sure what you were intending to do, but you appear to have asked
Excel to fit 3 variables (or 2 variables and an intercept) to 3 data points,
which by definition will fit perfectly (though is unlikely to be meaningful).

Jerry

"DigitalDuck" wrote:

Whenever I run a multiple regression it always tells me that my R^2 is 1
Now I know these numbers aren't that good.
Maybe someone can help me figure this out.
Here is what it outputs in the summary field:
Regression Statistics:
Multiple R: 1
R Squa 1
Adj. R Squa -1.2E-09
Standard Error: 1.15E-10
Observations 3

I have 7 input variables each with 3 observations.
Anyone know what is going on or if I am just screwing it up and reading it
wrong?
I haven't been in stat for a while, and when I was I used SPSS which was way
more user friendly.
Thanks.

I know there are very ef


Jerry W. Lewis

Multiple Regression R^2 Issue
 
When your model has as many free parameters as data points, then there are
zero degrees of freedom for lack of fit. The fit will be perfect and R^2
will be one.

Jerry

"DigitalDuck" wrote:

However, when I run a single regression on just one variable's data, even
though it is only 3 data entries, it gives me a R^2 anywhere from .08 to .98
which would make sense to me. Why when I add multiple variables would it
then change to being 1 when it seemingly works for single variable?

"DigitalDuck" wrote:

That makes sense. So in order to have it not = 1 I need to add more data
points for each variable, correct?


"Jerry W. Lewis" wrote:

I am not sure what you were intending to do, but you appear to have asked
Excel to fit 3 variables (or 2 variables and an intercept) to 3 data points,
which by definition will fit perfectly (though is unlikely to be meaningful).

Jerry

"DigitalDuck" wrote:

Whenever I run a multiple regression it always tells me that my R^2 is 1
Now I know these numbers aren't that good.
Maybe someone can help me figure this out.
Here is what it outputs in the summary field:
Regression Statistics:
Multiple R: 1
R Squa 1
Adj. R Squa -1.2E-09
Standard Error: 1.15E-10
Observations 3

I have 7 input variables each with 3 observations.
Anyone know what is going on or if I am just screwing it up and reading it
wrong?
I haven't been in stat for a while, and when I was I used SPSS which was way
more user friendly.
Thanks.

I know there are very ef



All times are GMT +1. The time now is 06:01 AM.

Powered by vBulletin® Copyright ©2000 - 2024, Jelsoft Enterprises Ltd.
ExcelBanter.com