How to Calculate ‘u2‘ in Regression
Calculating ‘u2‘ in regression is crucial for assessing the goodness of fit of a regression model. It measures the proportion of variance in the dependent variable that is predictable from the independent variable(s).
- Enter the values of X, Y, and N in the respective fields.
- Click the ‘Calculate’ button.
- View the result and chart below.
The formula for calculating ‘u2‘ is:
u2 = 1 – (∑(yi – ŷi)2 / ∑(yi – ȳ)2)
where:
- yi = actual value
- ŷi = predicted value
- ȳ = mean of actual values
| Model | u2 |
|---|---|
| Linear | 0.85 |
| Quadratic | 0.92 |
| Cubic | 0.95 |
- Always check the assumptions of regression before calculating ‘u2‘.
- Consider using adjusted ‘u2‘ for models with multiple predictors.
- Remember that ‘u2‘ is sensitive to the scale of the dependent variable.
What does ‘u2‘ represent?
‘u2‘ represents the proportion of variance in the dependent variable that is predictable from the independent variable(s).
For more information, see: