Re: [R] lm without intercept, false R-squared

2012-06-27 Thread Christof Kluß
for example the same model with intercept R² = 0.6, without intercept R² = 0.9 and higher. In my definition of R², R² has to be equal or less without intercept I do not know what R shows, but in the summary of the model without intercept it does not show the R² of the regression line. When I run

Re: [R] lm without intercept, false R-squared

2012-06-27 Thread Gabor Grothendieck
On Wed, Jun 27, 2012 at 4:36 AM, Christof Kluß wrote: > > for example the same model with intercept R² = 0.6, without intercept R² > = 0.9 and higher. In my definition of R², R² has to be equal or less > without intercept > > I do not know what R shows, but in the summary of the model without > in

Re: [R] lm without intercept, false R-squared

2012-06-27 Thread peter dalgaard
On Jun 27, 2012, at 13:15 , Uwe Ligges wrote: > > 1 - crossprod(residuals(model)) / crossprod(y - mean(y)) And the reason why that is not used in R: > y<- rnorm(100,10,1) > x <- 1:100 > model <- lm(y~x-1) > > 1 - crossprod(residuals(model)) / crossprod(y - mean(y)) [,1] [1,] -27.600

Re: [R] lm without intercept, false R-squared

2012-06-27 Thread Uwe Ligges
On 27.06.2012 10:36, Christof Kluß wrote: for example the same model with intercept R² = 0.6, without intercept R² = 0.9 and higher. In my definition of R², R² has to be equal or less without intercept I do not know what R shows, but in the summary of the model without intercept it does not s

Re: [R] lm without intercept, false R-squared

2012-06-27 Thread Christof Kluß
for example the same model with intercept R² = 0.6, without intercept R² = 0.9 and higher. In my definition of R², R² has to be equal or less without intercept I do not know what R shows, but in the summary of the model without intercept it does not show the R² of the regression line. When I run

Re: [R] lm without intercept, false R-squared

2012-06-27 Thread peter dalgaard
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

Re: [R] lm without intercept, false R-squared

2012-06-27 Thread Mikko Korpela
On 06/27/2012 10:33 AM, 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.) Hi! This answer in R-FAQ might help you: http://cran.r-project.org/doc/FAQ/R-FAQ.html#Wh

Re: [R] lm without intercept, false R-squared

2012-06-27 Thread Uwe Ligges
On 27.06.2012 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.) Then we need your definition of your version of "correct" - we know the definition of your versi

[R] lm without intercept, false R-squared

2012-06-27 Thread Christof Kluß
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.) Greetings Chrsitof __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-hel