The estimation of R 2 and adjusted R 2 in incomplete data sets using multiple imputation |
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Authors: | Ofer Harel |
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Institution: | Department of Statistics , University of Connecticut , Storrs , CT , USA |
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Abstract: | The coefficient of determination, known also as the R 2, is a common measure in regression analysis. Many scientists use the R 2 and the adjusted R 2 on a regular basis. In most cases, the researchers treat the coefficient of determination as an index of ‘usefulness’ or ‘goodness of fit,’ and in some cases, they even treat it as a model selection tool. In cases in which the data is incomplete, most researchers and common statistical software will use complete case analysis in order to estimate the R 2, a procedure that might lead to biased results. In this paper, I introduce the use of multiple imputation for the estimation of R 2 and adjusted R 2 in incomplete data sets. I illustrate my methodology using a biomedical example. |
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Keywords: | coefficient of determination incomplete data multiple imputation linear regression |
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