Regression Analysis, R Squared, Pseudo R Squared, Adjusted R Squared, Deviance.
over-fitting has led to the creation of another goodness-of-fit measure called the Adjusted-R². Adjusted-R² The concept behind Adjusted-R² is simple. To get Adjusted-R², we penalize R² each time a new regression variable is added. Specifically, we scale (1-R²) by a factor that is directly