Hi, I'm trying to verify the calculation of coefficient of determination (r squared) for linear regression. I've done the calculation manually with a simple test case and using the definition of r squared outlined in summary(lm) help. There seems to be a discrepancy between the what R produced and the manual calculation. Does anyone know why this is so? What does the multiple r squared reported in summary(lm) represent?
# The test case: x <- c(1,2,3,4) y <- c(1.6,4.4,5.5,8.3) dummy <- data.frame(x, y) fm1 <- lm(y ~ x-1, data = dummy) summary(fm1) betax <- fm1$coeff[x] * sd(x) / sd(y) # cd is coefficient of determination cd <- betax * cor(y, x) Thanks. ______________________________________________ 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.
