Anova: Predicted R-Squared
Predicted R-squared is a measure of how well the model predicts a response value. It is computed as:
\[Pred. R^2 = 1 - \begin{bmatrix}\frac{PRESS}{SS_{residual}\ +\ SS_{model}}\end{bmatrix} = 1\ - \begin{bmatrix}\frac{PRESS}{SS_{total}\ -\ SS_{curvature}\ -\ SS_{block}}\end{bmatrix}\]
The Adjusted R-squared and Predicted R-squared should be within approximately 0.20 of each other to be in “reasonable agreement.” If they are not, there may be a problem with either the data or the model.