On Thu, 24 Feb 2000 12:45:29 GMT, [EMAIL PROTECTED] wrote:
> I have found a difference between the results produced by SPSS and
> SYSTAT in linear regression with no constant term. Below are the
> results from the programs. As you can see the adjusted R2 given by the
> 2 programs is different. Which one is correct?
< snip, data >
> Linear regression Y on X with no constant term.
>
> SYSTAT:
> R2 = 0.999365492
> adj R2 = 0.999365492
>
> SPSS:
> R2 = 0.9993654922987
> adj R2 = 0.9993020415285
You may note:
a) SYSTAT shows the same number twice: that is, there is no
suggestion of "adjustment".
b) This is regression "with no constant term." Okay, that is the
*abnormal* way to do regression, which sacrifices (for one thing) the
ease of referring to R-squared. Are you talking about accounting for
the SS around the MEAN, or around ZERO?
c) I prefer to continue talking about SS around the MEAN, and if you
did that, then you *might* continue ( - but, no assurances) to use the
ordinary 'shrinkage' formula to get an "adj R2".
d) When you have those values of .999+, as above, the easy way to get
them (with all-positive numbers) is to have the SS around ZERO. I
*assume* that the usual shrinkage formula has to be modified, if
anyone has come up with a formula at all.
Thus, I conclude that SYSTAT decided not to provide an adjusted R2,
possibly because there is nothing reliable or conventional in the
literature.
SPSS probably provided one, if their distinction is not round-off
error. I would want to check their references before I trusted in
reporting it; but I am concerned, that almost no one uses that
computation (through the origin/ SS around zero), and that was not
emphasized in the question. If using that if it is not a convention,
already, in your area of specialty, then you have enough troubles
explaining why you used that regression ... without getting into the
details of *that* adjusted R-squared.
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
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