From p. 277 of R Cookbook:
Let's say I have a R model lm(formula = y ~ u + v + w)
lm(formula = y ~ u + v + w)
and the Summary()Summary()
shows:Multiple R-Squared: 0.4981, Adjust R-Squared: 0.4402 F-statistic: 8.603 on 3 and 26 DF, p-value: 0.0003915
Multiple R-Squared: 0.4981, Adjust R-Squared: 0.4402 F-statistic:
8.603 on 3 and 26 DF, p-value: 0.0003915
Using Adjusted r-Squared
r-Squared
I can say that my model explains 44.02% of the variance of yy
with the remaining 55.98 unexplained.
Question: Does the associated F-statistic (with the p-value being < .05) tell me:
- the model, in general, is significant (not taking into account other values from Summary)
- the model is significant in explaining the 44.02% variance (adjusted r-squared)