[R] how to compure R-squared in glm

Bert Gunter gunter.berton at gene.com
Sun Nov 16 15:43:45 CET 2014


... and I would further add to David's comments that R^2 is basically
nonsense for glm's (and mostly for lm's also --  but not a topic for
further discussion here). Likelihood ratio tests are what should be
used to judge model fits for glm's -- also not a topic for further
discussion here. Consult a local statistician, do your glm homework,
or post on stats.stackexchange.com for statistical follow-ups.

Cheers,
Bert


Bert Gunter
Genentech Nonclinical Biostatistics
(650) 467-7374

"Data is not information. Information is not knowledge. And knowledge
is certainly not wisdom."
Clifford Stoll




On Sat, Nov 15, 2014 at 9:00 PM, David Winsemius <dwinsemius at comcast.net> wrote:
>
>> On Nov 15, 2014, at 7:19 AM, Aravindhan, K <k-aravindhan1 at ti.com> wrote:
>>
>> Hi David,
>> I am using generalized linear models (glm command with family="poisson").
>
> You still have not answered what sort of pseudo-R^2 measure you expected.
>
> http://www.econ.ucdavis.edu/faculty/cameron/research/jbes96preprint.pdf
>
>> David.
>>
>> Thanks
>> Aravindhan
>>
>> -----Original Message-----
>> From: David Winsemius [mailto:dwinsemius at comcast.net]
>> Sent: Saturday, November 15, 2014 1:16 PM
>> To: Aravindhan, K
>> Cc: R-help at r-project.org
>> Subject: Re: [R] how to compure R-squared in glm
>>
>>
>>> On Nov 14, 2014, at 5:48 PM, Aravindhan, K <k-aravindhan1 at ti.com> wrote:
>>>
>>> Team,
>>> Can some one help me in computing the R-squared value in glm.
>>>
>>
>> Which version of a pseudo-R^2? What’s the model?
>>
>>
>>> Thanks
>>> Aravindhan
>>>
>>>      [[alternative HTML version deleted]]
>>
>> This is a plain text mailing list
>>
>>> R-help at r-project.org mailing list
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>>
>> Please:
>>
>>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>
>> David Winsemius, MD
>> Alameda, CA, USA
>>
>
> David Winsemius, MD
> Alameda, CA, USA
>
> ______________________________________________
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.



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