spreg.diagnostics.ar2

spreg.diagnostics.ar2(reg)

Calculates the adjusted R^2 value for the regression. [Gre03]

Parameters

regregression object

output instance from a regression model

Returns

ar2_resultfloat

value of R^2 adjusted for the number of explanatory variables.

Examples

>>> import numpy as np
>>> import libpysal
>>> from libpysal import examples
>>> import diagnostics
>>> from ols import OLS

Read the DBF associated with the Columbus data.

>>> db = libpysal.io.open(examples.get_path("columbus.dbf"),"r")

Create the dependent variable vector.

>>> y = np.array(db.by_col("CRIME"))
>>> y = np.reshape(y, (49,1))

Create the matrix of independent variables.

>>> X = []
>>> X.append(db.by_col("INC"))
>>> X.append(db.by_col("HOVAL"))
>>> X = np.array(X).T

Run an OLS regression.

>>> reg = OLS(y,X)

Calculate the adjusted R^2 value for the regression. >>> testresult = diagnostics.ar2(reg)

Print the result.

>>> print("%1.8f"%testresult)
0.53294335