From: <adriano_at_techoffix.org>

Date: Thu 22 Jul 2004 - 13:22:51 EST

#>>>> Not possible to have a R-squared larger in the restricted

#>>>> model (forced without intercept)

R-devel@stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-devel Received on Thu Jul 22 13:27:26 2004

Date: Thu 22 Jul 2004 - 13:22:51 EST

Full_Name: Adriano Azevedo Filho

Version: 1.9.1

OS: Windows, Linux

Submission from: (NULL) (200.171.246.212)

R-squared and Adjusted R-squared appear to be wrong when
the formula in lm() is specified without intercept. Problem
present in both Windows and Linux 1.9.1 version. Also
in the 1.8.1 version for Windows (other versions not
checked).

Possible example which reproduces the problem:
x<-1:10

y<-c(2,4,3,4,6,9,10,12,15,13)

summary(lm(y~x)) # with intercept, result is OK
#Residual standard error: 1.329 on 8 degrees of freedom
#Multiple R-Squared: 0.9262, Adjusted R-squared: 0.917
summary(lm(y~x-1)) # without intercept,

#Residual standard error: 1.26 on 9 degrees of freedom #Multiple R-Squared: 0.9821, Adjusted R-squared: 0.9802

#>>>> Not possible to have a R-squared larger in the restricted

#>>>> model (forced without intercept)

R-devel@stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-devel Received on Thu Jul 22 13:27:26 2004

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