Hey guys, If we are given both R² and nR² values and we are asked to determie which one should be used for the variation of the dependant variable explained by the independant variable, which one should be we pick up? Thanks a lot! M.
R square should be use for this. nR2 is BP test, isn’t it?
nR2 is heteroskedasticity. remember that r2 comes from the residuals. it comes from a second regression.