You are here

Proportion of variance

2 posts / 0 new
Last post
ferrito's picture
Joined: 06/03/2010 - 06:07
Proportion of variance

I have performed a modification sreach and did all I could do however the fit statistics are really bad -

I have a proportion of variance of 92% strangely enough. What does this mean?

Ryne's picture
Joined: 07/31/2009 - 15:12
The correspondence between

The correspondence between R^2 or proportion of variance explained and model fit is not quite the same in multivariate models as it is in univariate ones. The high proportion of variance explained means that a very large amount of the variance in Y depends on your predictors in your model. The poor fit means that your model does a poor job of representing all of the relationships between the entire set of variables, including your predictors.

If you can/feel comfortable, post your code and data (either in whole, in part, or a simulation with similar characteristics) so we can get a better sense of what you're doing and be able to help you more.