Predicted R^2 ?

[Spencer James Hooton]

Hi,

sorry if this seems obvious, but how can you get "predicted R^2" for a regression that you have just ran?

any help would be greatly appreciated!

[Carlo Lazzaro]

Spencer:
see https://www.stata.com/support/faqs/s...ics/r-squared/

[Spencer James Hooton]

thank you Carlo for replying

My regression output contains the "regular" R^2 and I understand how to get the adjusted R^2, but I can't work out how to find the "predicted" R^2. I want to know the predicted R^2 in order to assess overfitting in my model.

Please, do you have any advice ?

[Carlo Lazzaro]

Spencer:
see https://stackoverflow.com/questions/...-automatically