> A question: is the formula the same for both weighted and unweighted > fits?
No, unfortunately. R^2 = 1 - chisq / Sum [ w_i * (y_i - mean(y))^2 ]. In the case of weighted data, the mean(y) is also a weighted mean: mean(y) = 1/sum [ w_i ] * sum [ w_i y_i ] I looked at the GNU R source to verify all this. > > -- > Brian Gough >
