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#1
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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 |
#2
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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 |
#3
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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 |
#4
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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 |
#5
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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 |
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