>I think there is reason to be surprised, I am, too. ... >What am I missing?
Read the formula and ?summary.lm more closely. The denominator, Sum((y[i]- y*)^2) is very large if the mean value of y is substantially nonzero and y* set to 0 as the calculation implies for a forced zero intercept. In effect, the calculation provides the fraction of sum of squared deviations from the mean for the case with intercept, but the fraction of sum of squared y ('about' zero) for the non-intercept case. This is surprising if you automatically assume that better R^2 means better fit. I guess that explains why statisticians tell you not to use R^2 as a goodness-of-fit indicator. >>> Ralf Goertz <[EMAIL PROTECTED]> 18/10/2007 13:11:55 >>> >> r.squared: R^2, the 'fraction of variance explained by the model', > > > > R^2 = 1 - Sum(R[i]^2) / Sum((y[i]- y*)^2), > > >> where y* is the mean of y[i] if there is an intercept and >> zero otherwise. Ralf ______________________________________________ R-help@r-project.org 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. ******************************************************************* This email contains information which may be confidential and/or privileged, and is intended only for the individual(s) or organisation(s) named above. If you are not the intended recipient, then please note that any disclosure, copying, distribution or use of the contents of this email is prohibited. Internet communications are not 100% secure and therefore we ask that you acknowledge this. If you have received this email in error, please notify the sender or contact +44(0)20 8943 7000 or [EMAIL PROTECTED] immediately, and delete this email and any attachments and copies from your system. Thank you. LGC Limited. Registered in England 2991879. Registered office: Queens Road, Teddington, Middlesex TW11 0LY, UK ______________________________________________ R-help@r-project.org 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.