[R] step() & R-squared

[Prof Brian D Ripley]

On Wed, 28 Mar 2001, Stefano wrote:

> Dear all,
>
> how can I get the R-squared of the sequence of models fitted by step(....,direction="forward")?

Linear models? You can compute it from the information in the anova table,
if you really must.  Whether R-squared has any value is debatable ....


-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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