Re: [R] R vs. Excel (R-squared)

From: Pfaff, Bernhard Dr. <Bernhard_Pfaff_at_fra.invesco.com>
Date: Wed 25 Jan 2006 - 04:14:19 EST


Hello Lance,

this was discussed on the list lately, see:

http://tolstoy.newcastle.edu.au/~rking/R/help/06/01/18934.html

Bernhard

-----Ursprüngliche Nachricht-----
Von: Lance Westerhoff [mailto:lance@quantumbioinc.com] Gesendet: Dienstag, 24. Januar 2006 17:51 An: r-help@stat.math.ethz.ch
Betreff: [R] R vs. Excel (R-squared)

Hello All-

I found an inconsistency between the R-squared reported in Excel vs. that in R, and I am wondering which (if any) may be correct and if this is a known issue. While it certainly wouldn't surprise me if Excel is just flat out wrong, I just want to make sure since the R- squared reported in R seems surprisingly high. Please let me know if this is the wrong list. Thanks!

To begin, I have a set of data points in which the y is the experimental number and x is the predicted value. The Excel- generated graph (complete with R^2 and trend line) is provided at this link if you want to take a look:

http://www.quantumbioinc.com/downloads/public/excel.png

As you can see, the R-squared that is reported by Excel is -0.1005. Now when I bring the same data into R, I get an R-square of +0.9331 (see below). Being that I am new to R and semi-new to stats, is there a difference between "multiple R-squared" and R-squared that perhaps I am simply interpreting this wrong, or is this a known inconsistency between the two applications? If so, which is correct? Any insight would be greatly appreciated!


> # note: a is experimental and c is predicted
> summary(lm(a~c-1))

Call:
lm(formula = a ~ c - 1)

Residuals:

     Min 1Q Median 3Q Max -2987.6 -1126.6 -181.7 855.3 5602.8

Coefficients:

   Estimate Std. Error t value Pr(>|t|)
c 0.99999 0.01402 71.33 <2e-16 ***

---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 1423 on 365 degrees of freedom
Multiple R-Squared: 0.9331,	Adjusted R-squared: 0.9329
F-statistic:  5088 on 1 and 365 DF,  p-value: < 2.2e-16


> version
_ platform powerpc-apple-darwin7.9.0 arch powerpc os darwin7.9.0 system powerpc, darwin7.9.0 status major 2 minor 2.1 year 2005 month 12 day 20 svn rev 36812 language R ====================== Thank you very much for your time! -Lance ____________________ Lance M. Westerhoff, Ph.D. General Manager QuantumBio Inc. WWW: http://www.quantumbioinc.com Email: lance@quantumbioinc.com "Safety is not the most important thing. I know this sounds like heresy, but it is a truth that must be embraced in order to do exploration. The most important thing is to actually go." ~ James Cameron ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ***************************************************************** Confidentiality Note: The information contained in this mess...{{dropped}} ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Received on Wed Jan 25 05:04:52 2006

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