[R] summary linear regression

[Peter Alspach]

Gorka

See the message from Brian Ripley, which is the first item from

RSiteSearch('R-squared')

Peter Alspach


> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Gorka Merino
> Sent: Friday, 10 November 2006 4:54 a.m.
> To: r-help at stat.math.ethz.ch
> Subject: [R] summary linear regression
>
>
> >>Good morning,
> >>
> >>I am a PhD student in Barcelona working with R. My question
> is about
> >>the summary of linear regressions.
> >>The output of that summary gives some statistical parameters of the
> >>regression. One of them is the R-squared. In the help menu
> i have read
> >>that the manner to calculate the R-squared is
> >>
> >>R^2 = 1 - Sum(R[i]^2) / Sum((y[i]- y*)^2), and  when the linear
> >>regression is forced to start at the point (0,0)  y* is 0.
> >>
> >>My question is if the R-squared obtained when the linear regression
> >>crosses the origin has the same meaning as when it does with an
> >>intercept. I'm faced to a theoretical model which brings
> some values
> >>for a variable that compared to the observed ones gives
> some R*squared
> >>of
> >>0.32 when the regression has an intercept and 0.7 when it
> is forced to
> >>cross the origin.
> >>To sum up, it may be stated that the theoretical methodolgy
> followed
> >>explains the 70% of  of the observed variance?
> >>
> >>Thank you very much.
> >>
> >>Gorka Merino.
>
> Gorka Merino
> Institut de Ciències del Mar, CMIMA-CSIC Psg. Marítim de la
> Barceloneta 37-49 08003-BARCELONA (Spain)
>
> Tel.: (34) 932 30 95 48
> e-mail: gmerino at icm.csic.es
>
> CMIMA:
> Tel.: (34) 932 30 95 00
> Fax:  (34) 932 30 95 55
>
> ______________________________________________
> R-help at 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.
>

______________________________________________________

The contents of this e-mail are privileged and/or confidenti...{{dropped}}