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

Ofer Harel

Journal of Applied Statistics, 2009, vol. 36, issue 10, 1109-1118

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.

Keywords: coefficient of determination; incomplete data; multiple imputation; linear regression (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (18)

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DOI: 10.1080/02664760802553000

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