[R] R-squared value for linear regression passing through origin using lm()

Duncan Murdoch murdoch at stats.uwo.ca
Thu Oct 18 13:18:13 CEST 2007


On 18/10/2007 7:02 AM, Etienne Toffin wrote:
 > Hi,
 > A have small technical question about the calculation of R-squared
 > using lm().
 > In a study case with experimental values, it seems more logical to
 > force the regression line to pass through origin with lm(y ~ x +0).
 > However, R-squared  values are higher in this case than when I
 > compute the linear regression with lm(y ~ x).
 > It seems to be surprising to me: is this result normal ? Is there any
 > problem in the R-squared value calculated in this case ?

The definition is different in that case.  It's proportion of variation 
about 0, instead of proportion of variation about the mean.

Duncan Murdoch



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