Concept调整R² / 调整决定系数
Adjusted R²
Adjusted R² is a version of the coefficient of determination R² corrected for degrees of freedom. It accounts for the effect of the number of predictor variables on model fit and is used to compare the goodness of fit of models of differing complexity.
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Oct 14
Classical shrinkage formulas (such as the Ezekiel formula and Adjusted R²) consider only the sample size N and the number of predictor variables p when estimating out-of-sample performance, implicitly assuming that all observations have a uniform influence on the model fit.
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