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Re: st: importance of R-squared in ANOVA
At 01:52 PM 7/15/2006, Inna Khousnoullina wrote:
If the dependent variable is categorical, why are you using
Anova? Something like mlogit or ologit might be more appropriate.
I hope to find here an answer on my question.
I run anova over my data and have significance values for F-test. but my
r2 and adj. r2 are low (e.g. 0.0123- 0.0602). could it be a problem for
my results? (my depvar is a categorical variable and I know that this
could be a problem).
Thank you very much.
In any event, the key concern is with having a correctly specified
model, and a correctly specified model may have a low R^2. You may
want to ask yourself, however, why is the R^2 low? If it is because
the model is poorly specified, or the measures are low in
reliability, then you may have a problem that you may or may not be
able to do something about.
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
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