Methods and formulas for goodness-of-fit statistics in Fit General Linear Model

Select the method or formula of your choice.

S

Notation

TermDescription
MSEmean square error

R-sq

R2 is also known as the coefficient of determination.

Formula

Notation

TermDescription
yi i th observed response value
mean response
i th fitted response

R-sq (adj)

While the calculations for adjusted R2 can produce negative values, Minitab displays zero for these cases.

Notation

TermDescription
ith observed response value
ith fitted response
mean response
nnumber of observations
pnumber of terms in the model

R-sq (pred)

While the calculations for R2(pred) can produce negative values, Minitab displays zero for these cases.

Notation

TermDescription
yi i th observed response value
mean response
n number of observations
ei i th residual
hi i th diagonal element of X(X'X)–1X'
X design matrix

Mallows' Cp

Notation

TermDescription
SSEpsum of squared errors for the model under consideration
MSEmmean square error for the model with all predictors
nnumber of observations
pnumber of terms in the model, including the constant
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