Nested model partial R squared
Quantify the residual variation explained by adding predictors to a nested linear model.
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The starting values are hypothetical. Use aggregate or synthetic inputs only.
Calculation results
- Partial R squared
- 0.2
- Nested F statistic
- 5
- Added degrees of freedom
- 2
How to interpret the output
Use ordinary least-squares models fitted to exactly the same records, outcome and weights, with the reduced model nested in the full one. Partial R² divides the drop in RSS by reduced RSS. The F ratio uses the full-model residual mean square. It does not imply causal attribution.
Method reference