[R] R Square Help (this debate again, i know!)

Dieter Menne dieter.menne at menne-biomed.de
Mon Feb 21 09:02:25 CET 2011



surreyj wrote:
> 
> Now all the other demand literature reports the %/proportion of variance
> accounted for (or R squared) as well as the parameter values and standard
> error.
> ...
> I had a chat to a supervisor and he suggested I post to here and see if
> someone can give me a reference/references backing up why I shouldn't use
> r-squared. 
> ..
> 

For references to the printed literature , see

http://markmail.org/message/qoup5oerbxchejmy

I sympathize with the point you mention in a more general context. There
many "against-all-reviewers" wisdoms in this community

-- F-test in ANOVA (early years)
-- Exegesis/Venables
-- "Nesting" (most helpful sentence by D Bates: "I never understood this")
-- p-values (most lately brought up by lmer's refusal to produce these)
-- r-squared for nonlinear

that will prevail in the long run, but we (oldies) make students or
colleagues in applied fields suffer by not producing these. It is easy for
FoxBatsRipley to tell statistical reviewers that they are wrong, but what
about surreyi's master thesis against the sheer mass of papers with
nonlinear R^2 and "more-p-better-paper" reviewers? Or Frank Harrell against
a Mayo Clinics Medical professor? (Sorry, Frank, I made up the example)

Surprisingly, it's mostly the not-so-top papers that cause problems here.
When Lancet, New English or BMJ reject some statistical argument, they have
good reasons.

Dieter







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