Different R^2 values with same variables
- From: pekkajarvela@xxxxxxxxx
- Date: 28 Mar 2006 03:32:09 -0800
If I run linear regression with R^2 selection (in SAS) and get some
sets of variables with R^2 values. Then I took the best set of
variables (with largest R^2) and run regression with these variables
without any selection. I get different (worse) R^2 value with these
same variables than in regression with R^2 selection! How can that be
so?
Pekka
.
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