The estimation of R2 and adjusted R2 in incomplete data sets using multiple imputation
The coefficient of determination, known also as the R2, is a common measure in regression analysis. Many scientists use the R2 and the adjusted R2 on a regular basis. In most cases, the researchers treat the coefficient of determination as an index of 'usefulness' or 'goodness of fit,...
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Published in | Journal of applied statistics Vol. 36; no. 10; pp. 1109 - 1118 |
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Main Author | |
Format | Journal Article |
Language | English |
Published |
Taylor and Francis Journals
01.09.2009
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Series | Journal of Applied Statistics |
Subjects | |
Online Access | Get full text |
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Summary: | The coefficient of determination, known also as the R2, is a common measure in regression analysis. Many scientists use the R2 and the adjusted R2 on a regular basis. In most cases, the researchers treat the coefficient of determination as an index of 'usefulness' or 'goodness of fit,' and in some cases, they even treat it as a model selection tool. In cases in which the data is incomplete, most researchers and common statistical software will use complete case analysis in order to estimate the R2, a procedure that might lead to biased results. In this paper, I introduce the use of multiple imputation for the estimation of R2 and adjusted R2 in incomplete data sets. I illustrate my methodology using a biomedical example. |
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ISSN: | 0266-4763 1360-0532 |
DOI: | 10.1080/02664760802553000 |