From: Peter Ehlers <ehlers_at_ucalgary.ca>

Date: Thu, 17 Mar 2011 07:31:20 -0700

R-help_at_r-project.org mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu 17 Mar 2011 - 14:34:44 GMT

Date: Thu, 17 Mar 2011 07:31:20 -0700

On 2011-03-17 02:08, derek wrote:

> Exuse me, I don't claim R^2 can't be negative. What I say if I get R^2

*> negative then the data are useless.
**> I know, that what Thomas said is true in general case. But in my special
**> case of data, using nonzero intercept is nonsense, and to get R^2 less than
**> 0.985 is considered poor job (standard R^2>0.995). (R^2 given by R^2 = 1 -
**> Sum(R[i]^2) / Sum((y[i])^2) )
**>
**> Because lm() uses two differrent formulas for computing R^2,
**> it is confusing to get R^2 closer to 1 when linear model with zero intercept
**> y=a*x (a = slope) is used, rather than in case with model y=a*x+b (a=slope,
**> b= nonzero intercept).
**>
**> I think R^2 is only measure of good fit for least squares optimization and
**> it doesn't matter which formula is used: (R^2 = 1 - Sum(R[i]^2) /
**> Sum((y[i])^2) or R^2 = 1 - Sum(R[i]^2) / Sum((y[i])^2-y*)), but using both
**> is confusing.
**>
**> So I would like to know why two different formulas for R^2 are used?
**>
*

The beauty of R is that you can study the code and if you don't like it, you can just write your own. I doubt that anyone here would be offended if you used whatever definition of R^2 you like best.

Thomas has explained clearly what R does and why. If you find R's usage confusing then your understanding of regression is lacking the depth required to apply it. You would probably benefit considerably from consulting a text or two on regression.

Peter Ehlers

*>
**>
**> --
*

> View this message in context: http://r.789695.n4.nabble.com/Strange-R-squared-possible-error-tp3382818p3383992.html

*> Sent from the R help mailing list archive at Nabble.com.
**>
**> ______________________________________________
**> R-help_at_r-project.org mailing list
**> https://stat.ethz.ch/mailman/listinfo/r-help
**> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
**> and provide commented, minimal, self-contained, reproducible code.
*

R-help_at_r-project.org mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu 17 Mar 2011 - 14:34:44 GMT

Archive maintained by Robert King, hosted by
the discipline of
statistics at the
University of Newcastle,
Australia.

Archive generated by hypermail 2.2.0, at Thu 17 Mar 2011 - 17:40:23 GMT.

*
Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help.
Please read the posting
guide before posting to the list.
*