Hoping someone can help me out with this one.
I'm working through the results of a Mixture-Process design, and the model yields a:
R-squared of 0.5710
Adjusted R-squared of 0.4397
Predicted R-squared of -0.5286
I understand that the close agreement between the R2 and Adj R2 indicates the model looks OK, but the negative pred R2 is concerning. There are a number of Hierarchical terms added to support the model, and my reading suggests the negative Pred r2 could be the result of these unnecessary terms being in the model. Should I be concerned about the Pred R2 value in this case?