Adjusted R squared

Adjusted R² is a corrected goodness-of-fit (model accuracy) measure for linear models. It identifies the percentage of variance in the target field that is explained by the input or inputs.

R² tends to optimistically estimate the fit of the linear regression. It always increases as the number of effects are included in the model. Adjusted R² attempts to correct for this overestimation. Adjusted R² might decrease if a specific effect does not improve the model.

Adjusted R squared is calculated by dividing the residual mean square error by the total mean square error (which is the sample variance of the target field). The result is then subtracted from 1.

Adjusted R² is always less than or equal to R². A value of 1 indicates a model that perfectly predicts values in the target field. A value that is less than or equal to 0 indicates a model that has no predictive value. In the real world, adjusted R² lies between these values.