How to get the r squared value from a linear regression model

Question

Hi,

I have created a Linear Regression data mining model and I would like to query the model for some values that are typically linked to a linear regression model:

- R squared
- Adjusted R squared
- Standard Errors

Is it possible to get this values from a DMX query, or do I have to calculate them myself?

Answer 1

You have to calculate them yourself.

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______________________________
Jamie MacLennan
CTO
Predixion Software, Inc. [e-mail]

Answer 2

While not exposed directly by DMX, these metrics can be easily calculated using a stored procedure.
This article: http://www.sqlserverdatamining.com/ssdm/Default.aspx?tabid=102&Id=8 contains a stored procedure that does exactly this.

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bogdan crivat [sql server data mining] / http://www.bogdancrivat.net/dm

Answer 3

Hi All,

I have same requirment to calulate

- R squared
- Adjusted R squared
- Standard Errors

but i want to fetch data from cube, can any body tell me,  Using Microsoft  data mining   Linear Regression can we do this calulation.

Thanks & Regaerds,

Manish Kumar Verma