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Effect size and predective relevance

Posted: Sat Sep 15, 2018 9:57 pm
by BochAbdel
Dear all,

I have a question regarding effect size and predective relevance.

I have a model with 3 endogenous variables. Two of them have multiple predecessors and one has only one predecessor.

I managed to calculate the f2, Q2 and q2 for the two variables with multiple predecessors using the formulas:
f2=(R2 included-R2 excluded)/(1-R2 included)
Q2=1-(∑DSSED)/(∑DSSOD)
q2= (Q2 included-Q2 excluded)(1-Q2 included)

But I cannot calculate these indexes for the endogenous variable with one predecessor, since I cannot find any values of the R2 excluded and Q2 exluded in the generated report. There is only a blank space.

Is there any way I can calculate them or is it unnecessary to do it when there is only one predecessor?

Thank you very much for your help.

Boch

Re: Effect size and predective relevance

Posted: Sun Sep 16, 2018 3:48 pm
by jmbecker
If you have only one predictor and you exclude the predictor you explain/predict nothing. It is a bit of a debate whether it makes sense to calculate the indices for such a variable with R² excluded etc. being 0 or whether they are not defined.

I would say that for f² is makes sense, but not for q².

Re: Effect size and predective relevance

Posted: Sun Sep 16, 2018 9:52 pm
by BochAbdel
Thank you. That was very helpful.