Hi Thomas,
Can you please edit my code in way it works. I appericated your help. I need to
calculate the R2 in the Z scale and it is not make sense to me.
or Can I have some documentation to read?
Thanks
Date: Sun, 18 Nov 2012 12:35:03 -0800
From: ml-node+s789695n4649969...@n4.nabble.com
To: frespi...@hotmail.com
Subject: Re: R-Square in WLS
On Fri, Nov 16, 2012 at 4:48 PM, frespider <[hidden email]> wrote:
> Hi,
>
> I am fitting a weighted least square regression and trying to compute
> SSE,SST and SSReg but I am not getting SST = SSReg + SSE and I dont know
> what I am coding wrong. Can you help please?
>
For a start, you need to replace your mu and muZ by weighted means.
-thomas
[snip]
> ############################## Y = Log(Z) Scale
> ####################################
> Yhat <- X%*%bhat # predicted values
> mu <- mean(Y)
> To <- Y - mu
> Er <- Y - Yhat
> Re <- Yhat - mu
> lgSST <- sum(Weights*(To)^2) # log SST
> lgSSE <- sum(Weights*(Er)^2) # log SSE
> lgSSR <- sum(Weights*(Re)^2) # log SSR
> lgR-sq <- lgSSR/lgSST
> ############################### Z Scale
> ######################################
> Z <- exp(Y)
> muZ <- mean(Z)
> Zhat <- exp(Yhat+0.5*Sigma2)
> ToZ <- Z-muZ
> ErZ <- Z - Zhat
> ReZ <- Zhat - muZ
> SST <- sum(Weights*(ToZ)^2) # SST
> SSE <- sum(Weights*(ErZ)^2) # SSE
> SSR <- sum(Weights*(ReZ)^2) # SSR
> Rsq <- SSR/SST
>
> I don't understand what is wrong with the code. The sum square regression
> plus the sum square error do not add up to the sum square total in both the
> Y scale and Z scale. Y is a normal distribution and Z is log normally
> distributed. Where is the error?
> Also, is there a way to calculate the weighted sum square?
>
>
-thomas
--
Thomas Lumley
Professor of Biostatistics
University of Auckland
[[alternative HTML version deleted]]
______________________________________________
[hidden email] 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.
If you reply to this email, your message will be added to the
discussion below:
http://r.789695.n4.nabble.com/R-Square-in-WLS-tp4649693p4649969.html
To unsubscribe from R-Square in WLS, click here.
NAML
--
View this message in context:
http://r.789695.n4.nabble.com/R-Square-in-WLS-tp4649693p4649983.html
Sent from the R help mailing list archive at Nabble.com.
[[alternative HTML version deleted]]
______________________________________________
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.
