R help - May 2012 - low R square value from ANCOVA model

Hi, what does a low R-square value from an ANCOVA model mean? For example, if
the R square from the model is about 0.2, does this mean the results should NOT
be trusted? I checked the residuals of the model, it looked fine...
 
Thanks for any suggestion.
 
John
	[[alternative HTML version deleted]]

On May 8, 2012, at 05:10 , array chip wrote:
> Hi, what does a low R-square value from an ANCOVA model mean? For example,
if the R square from the model is about 0.2, does this mean the results should
NOT be trusted? I checked the residuals of the model, it looked fine...
It just means that your model has low predictive power (at the individual
level). I.e. the noise (error) part of the model is large relative to the signal
(systematic part). Statistical inferences are not compromised by that, except of
course that large error variation is reflected in large standard errors of
estimated regression coefficients.
>  
> Thanks for any suggestion.
>  
> John
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com