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Posted to dev@commons.apache.org by Paul Brennan <pa...@mailblocks.com> on 2005/01/22 01:09:39 UTC
[Math] Contributions Adding Adjusted R-Squared to Simple regression
Hi,
Just wanted to add Adjusted R-Squared to the simple regression in the
Simple Regression of stat.
Also is anyone working on Multiple regressions for the Math(s) library?
Yours
Paul Brennan
---
commons-math/src/java/org/apache/commons/math/stat/regression/SimpleRegressi
on.java 2005-01-21 04:07:35.000000000 -0800
+++
jakarta/commons-math-1.0/src/java/org/apache/commons/math/stat/regression/Si
mpleRegression.java 2005-01-21 15:47:28.000000000 -0800
@@ -344,6 +344,25 @@
return getRSquare(getSlope());
}
+ /**
+ * Returns the <a href="http://www.xycoon.com/r2adj1.htm">
+ * coefficient of determination Adjusted</a>,
+ * usually denoted Adjusted r-square.
+ * <p>
+ * <strong>Preconditions</strong>: <ul>
+ * <li>At least two observations (with at least two different x
values)
+ * must have been added before invoking this method. If this
method is
+ * invoked before a model can be estimated,
<code>Double,NaN</code> is
+ * returned.
+ * </li></ul>
+ *
+ * @return Adjusted r-square
+ */
+ public double getAdjRSquare() {
+ // k is always two as we are estimating the slope and the
intercept
+ return (1.0-(1.0-getRSquare())*((n-1)/(n-2)));
+ }
+
/**
* Returns the <a href="http://www.xycoon.com/standarderrorb0.htm">
* standard error of the intercept estimate</a>,
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