Difference between R-square and Adjusted R-square
very time you add an independent variable to a model, the R-squared increases, even if the independent variable is insignificant. It never declines. Whereas Adjusted R-squared increases only when independent variable is significant and affects dependent variable. where: Example 1: Calculate Adjusted R-Squared with sklearn Example 2: Calculate Adjusted R-Squared with statsmodels A sample function to…