Does Matlab provide the predicted R-squared value?

2015 2 24
2 个回答
更新时间：2019 2 1
9 次查看（30 天）

4 个投票

In Regression analysis the predictied R-Squared value gives information regarding overfittting and prediction of a model. This information is additional to the adjusted R-Squared value. However I can not find a Matlab function that provides the Predicted R-Squared value (Neither in the Curve fitting toolbox nor in the statistical toolbox)!

请先登录，再回答此问题。

回答（2 个）

Richard Ott
Richard Ott 2019-2-1

2 个投票

I found a workaround for this issue:
  • Download the press tool (https://ch.mathworks.com/matlabcentral/fileexchange/14564-press?s_tid=srchtitle)
Then:
lm = fitlm(X,'Y~x1+x2)
pr = press(X)
rPred = 1-pr/lm.SST
Richard Ott
Richard Ott 2019-2-1

0 个投票

I agree, this is a major omission and should be added ASAP.

类别

在 帮助中心 和 File Exchange 中查找有关 Downloads 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by