How to Pool R-Squared and Change in R-Squared in Linear Regression with Imputed Data

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How to Pool R-Squared and Change in R-Squared in Linear Regression with Imputed Data

George Kyakulaga
Does anyone have any advice on how I can pool the R-Squared and Change in
R-Squared for linear regression with imputed data? The spss missing data
analysis program provides pooled unstandardized co-efficients and t ratios
but not pooled R-Squared or Change in R-Squared. Could I simply average
the R-squared or Change in R-squared accross the imputations for each
variable? When I asked the technical support people at IBM they said no,
but did not offer any explanation why.

Thank in advance for your help.

George

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