[R] rms: getting adjusted R^2 from ols object
Martyn Byng
Martyn.Byng at nag.co.uk
Wed Mar 9 10:25:08 CET 2011
Hi,
If you look in the print.ols function you can see that the adjusted R^2
is not stored in the ols object but calculated on the fly, the relevant
code snippet from that function looks to be:
x <- ols1
stats <- x$stats
resid <- x$residuals
n <- length(resid)
ndf <- stats["d.f."]
df <- c(ndf, n - ndf - 1, ndf)
r2 <- stats["R2"]
rdf <- df[2]
rsqa <- 1 - (1 - r2) * (n - 1)/rdf
Martyn
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Mark Seeto
Sent: 09 March 2011 09:10
To: r-help at r-project.org
Subject: [R] rms: getting adjusted R^2 from ols object
How can I extract the adjusted R^2 value from an ols object (using rms
package)?
library(rms)
x <- rnorm(10)
y <- x + rnorm(10)
ols1 <- ols(y ~ x)
Typing "ols1" displays adjusted R^2 among other things, but how can I
assign it to a variable? I tried str(ols1) but couldn't see where to
go from there.
Thanks,
Mark Seeto
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