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Re: st: importance of R-squared in ANOVA


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: importance of R-squared in ANOVA
Date   Sat, 15 Jul 2006 15:06:53 -0500

At 01:52 PM 7/15/2006, Inna Khousnoullina wrote:
Dear statlist,

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.

Inna Khousnoullina
If the dependent variable is categorical, why are you using Anova? Something like mlogit or ologit might be more appropriate.

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.


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Richard Williams, Notre Dame Dept of Sociology
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