Thanks Berwin Obviously the code is functioning properly then, but do you consider this the best way of computing R^2 for a zero intercept? I just checked what excel and genstat do in this situation and the R^2 they come up with reduces for a zero intercept rather than increases. This seems more logical to me since fixing the intercept leads to a model that, at least in appearance, explains less of the variance in the data.
Cheers, Glenn -----Original Message----- From: Berwin A Turlach [mailto:[EMAIL PROTECTED] Sent: Tuesday, 2 December 2008 4:17 PM To: Newnham, Glenn (CSE, Clayton) Cc: r-help@r-project.org Subject: Re: [R] r2 for lm() with zero intercept G'day Glenn, On Tue, 2 Dec 2008 12:53:44 +1100 <[EMAIL PROTECTED]> wrote: > I'm a little confused about the R2 and adjusted R2 values reported by > lm() when I try to fix an intercept. When using +0 or -1 in the > formula I have found that the standard error generally increases (as > I would expect) but the R2 also increases (which seems counter > intuitive). ?summary.lm In particular the part: 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. > I do realise that many will say I shouldn't be fixing the intercept > anyway Quite true; accept if there are very good reasons. I have seen intercept through the origin being misused to obtain a large R^2 and significant coefficient when there were none. Cheers, Berwin =========================== Full address ============================= Berwin A Turlach Tel.: +65 6516 4416 (secr) Dept of Statistics and Applied Probability +65 6516 6650 (self) Faculty of Science FAX : +65 6872 3919 National University of Singapore 6 Science Drive 2, Blk S16, Level 7 e-mail: [EMAIL PROTECTED] Singapore 117546 http://www.stat.nus.edu.sg/~statba ______________________________________________ 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.
