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Date:         Wed, 1 Apr 1998 11:18:53 -0300
Sender:       "SPSSX(r) Discussion" <SPSSX-L@UGA.CC.UGA.EDU>
From:         "Hector E. Maletta" <hmaletta@OVERNET.COM.AR>
Subject:      Re: [help] the meaning of R square?
Comments: To: Pedro Sousa <psousa@UALG.PT>
Content-Type: text/plain; charset=us-ascii

Pedro Sousa wrote: > > 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

Adding my bit to Pedro's suggestions: In some cases, the model is only able to explain a small portion of total variance, but this, if it has statistical significance, may be of value. Suppose you prove that 5% of the variation in some medical condition is due to your selected factors: this may be useful to introduce a new treatment for those 5% of cases, even though there are 95% caused by other factors. However, the values mentioned by Sang-Gyun Lee seem exceedingly low.

Hector Maletta Universidad del Salvador Buenos Aires, Argentina

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