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The estimation of R2 and adjusted R2 in incomplete data sets using multiple imputation

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  • Ofer Harel

Abstract

The coefficient of determination, known also as the R2, is a common measure in regression analysis. Many scientists use the R2 and the adjusted R2 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 R2, a procedure that might lead to biased results. In this paper, I introduce the use of multiple imputation for the estimation of R2 and adjusted R2 in incomplete data sets. I illustrate my methodology using a biomedical example.

Suggested Citation

  • Ofer Harel, 2009. "The estimation of R2 and adjusted R2 in incomplete data sets using multiple imputation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(10), pages 1109-1118.
    • Handle: RePEc:taf:japsta:v:36:y:2009:i:10:p:1109-1118
    DOI: 10.1080/02664760802553000
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