Is there any limits for independent Variables count w.r.to Observations count

linear_regression
r

#1

Hello All,

Greetings!!!

Is there any method to calculate the count of independent variable required w.r.to observations to improve R^2 value in the linear regression

I know that if observations less and variables more not correct (n<variables)it over-fit .

I mean if suppose 30 observations up-to 5 independent variable we have to use or 300000 for up-to 15 independent variables !!! is there any limits

If limits are there can any one please explain the how to calculate that
@tavish_srivastava - Can you please if possible

Thanks & regards
Raghavendra


#2

@raghava_r4u - According to me there is no method to calculate the number of independent variable in a linear regression because in linear regression to improve the R^2 we has to know the important variable of the data set and the Adjusted R^2 is the better parameter to know the performance of linear regression if it increases it shows that the variable is significant or if it decreases the variable is not important .

It is better than R^2 because R^2 will always increase but Adjusted R^2 will not always increase.

Hope this helps!

Regards,
Hinduja