Re: Decreasing adjusted R squared

:I am developing a model but when I add more variables the model would
start to have a drecreasing adjusted R squared. I always thought that a
decreasing R squared indicates a multicollinearity problem. However the
correlation between the variables is low . is there any explanation for
the decrease in adjusted R squared? :best :J

Hi! R squared can not decrese when adding predictors. Adjusted R squared
however can. It is corrected for the fact that the ratio (number of
preditors / number of observations) gets unfavourable. You overfit your
regression equation. See: shrunken or adjusted R e.g. Cohen & al. Applied
Multiple Regression 3rd. Ed. pp. 83-84, or almost any other regression
text. HTH Erkki

<http://www.helsinki.fi/people/Erkki.Komulainen/>
.

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