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Anova: Predicted R-Squared

Predicted R-squared is a measure of how well the model predicts a response value. It is computed as:

Pred.R2=1[PRESSSSresidual + SSmodel]=1 [PRESSSStotal  SScurvature  SSblock]

The Adjusted R-squared and Predicted R-squared should be within approximately 0.20 of each other to be in “reasonable agreement.” If they are not, there may be a problem with either the data or the model.

“Anova: PRESS” on page 1