title: Shapley Value using R2 or R2 adjusted?
body: <p>I've written a code for running Shapley Value which works fine &amp; fast. I got the request to use R2 Adjusted instead of the normal R2 for regression (sum of beta*corr). From my understanding the R2 adjusted is mainly used to compare regression models which are different in sample size of number of parameters. It doesn't feel right to use R2 adjusted for Shapley Value, because we are not comparing models, just decomposing them. 
  Does anyone has a clue? Should we use R2 Adjusted (1-(1-R2)(N-1)/(N-p-1) when calculating SV?
  Thanks,
  Harm</p>