Re: [R] multiple regression w/ no intercept; strange results

2009-06-29 Thread John Hunter
On Sun, Jun 28, 2009 at 3:38 AM, Dieter Mennedieter.me...@menne-biomed.de wrote: It seems odd to me that dropping the intercept would cause the R^2 and F stats to rise so dramatically, and the p value to consequently drop so much. In my implementation, I get the same beta1 and beta2, and

Re: [R] multiple regression w/ no intercept; strange results

2009-06-29 Thread Thomas Lumley
On Mon, 29 Jun 2009, John Hunter wrote: But my question was more numerical: in particular, the R^2 of the model should be equal to the square of the correlation between the fit values and the actual values. No. It is with the intercept and is not w/o it, as my code example shows. Am I

Re: [R] multiple regression w/ no intercept; strange results

2009-06-28 Thread Dieter Menne
I am writing some software to do multiple regression and am using r to benchmark the results. The results are squaring up nicely for the with-intercept case but not for the no-intercept case. I am not sure what R is doing to get the statistics for the 0 intercept case. ... It seems odd to me

[R] multiple regression w/ no intercept; strange results

2009-06-27 Thread John Hunter
I am writing some software to do multiple regression and am using r to benchmark the results. The results are squaring up nicely for the with-intercept case but not for the no-intercept case. I am not sure what R is doing to get the statistics for the 0 intercept case. For example, I would