On 17/05/2007 7:02 AM, ??? wrote: > Hi, everybody, > > 3 questions about R-square: > ---------(1)----------- Does R2 always increase as variables are added? > ---------(2)----------- Does R2 always greater than 1? > ---------(3)----------- How is R2 in summary(lm(y~x-1))$r.squared > calculated? It is different from (r.square=sum((y.hat-mean > (y))^2)/sum((y-mean(y))^2))
You are mixing models with intercepts with models without them. When you do this, it doesn't make sense to compare the variability about the mean. The model y = constant + error is not a special case of the model y = slope*x + error. Duncan Murdoch ______________________________________________ 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 and provide commented, minimal, self-contained, reproducible code.
