Date:         Wed, 1 Apr 1998 11:20:32 +0000
Reply-To:     Pedro Sousa <psousa@UALG.PT>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@UGA.CC.UGA.EDU>
From:         Pedro Sousa <psousa@UALG.PT>
Subject:      Re: [help] the meaning of R square?
Comments: To: Sang-Gyun Lee <sglee@welfare.net>
In-Reply-To:  <3521F65C.D6103BB2@welfare.net>
Content-Type: TEXT/PLAIN; charset=US-ASCII

Sang-Gyun Lee,
 
Despite my experience in social sciences is null, in biological
experimental designs is usually difficult to obtain high values of R2.
However, once R2 states the proportion of the total variation which is
explained by the model fitted, it does not seem reasonable to me to accept
any model with R2 below, say, 0.5 (half of the variation).
 
Note that this does not have to do with significance of the regression
(F test) or the significance of each variable included in the model (t
tests). They may be significant, as seems to be the case. The significance
depends substancially on the sample size.
 
However, when you ask if some variables have to be added, there are tests
which compare the original model (with all variables included) with the
sub-model (with only the significant variables of the original model
included) through a modified F-test. I think this is referenced in Draper
and Smith (I may be mistaked). If you are interested with references
contact me later.
 
regards,
 
Pedro Sousa --------------------------------------------------------------
Universidade do Algarve, U.C.T.R.A. Campus de Gambelas, 8000 FARO PORTUGAL
Telephone: +351-89-800100 Ext. 7394 / +351-89-931-834172
e-mail: psousa@mozart.si.ualg.pt
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