[R] Strange R squared, possible error

derek jan.kacaba at gmail.com
Thu Mar 17 16:28:54 CET 2011


Thats exactly what I would like to do. Any idea on good text? I've consulted
severel texts, but no one defined R^2 as R^2 = 1 - Sum(R[i]^2) /
Sum((y[i])^2-y*)) still less why to use different formulas for similar model
or why should be R^2 closer to 1 when y=a*x+0 than in general model y=a*x+b.

from manual:
r.squared R^2, the ‘fraction of variance explained by the model’, 
R^2 = 1 - Sum(R[i]^2) / Sum((y[i]- y*)^2), 
where y* is the mean of y[i] "if there is an intercept" and zero otherwise. 

I don't need explaining what R^2 does nor how to interpret it, because I
know what it means and how it is derived. I don't need to be told which
model I should apply. So the answers from Thomas weren't helpful. 

I don't claim it is wrong, otherwise wouldn't be employed, but I want to see
the reason behind using two formulas.

Control questions:
1) Statement "if there is an intercept" means intercept including zero
intercept?

2) If I use model y = a*x+0 which formula for R^2 is used: the one with Y*
or the one without?

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