On Jun 27, 2012, at 09:33 , Christof Kluß wrote: > Hi > > is there a command that calculates the correct adjusted R-squared, when > I work without intercept? (The R-squared from lm without intercept is > false.)
When people say that, they are usually implying that a "correct" R-squared can be negative! If for some reason you want to use an alternative *definition* of R^2, it should be easy enough to calculate it yourself, e.g. (if the proportion reduction in variance is wanted): Y <- rnorm(100, 10, 1) x <- 1:100 (var(Y) - summary(lm(Y~x-1))$sigma^2)/var(Y) (comes out as -31 or so) -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@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.
