Re: [R] Coefficient of determination for non-linear equations system (nlsystemfit)

2012-11-24 Thread Arne Henningsen
Dear Antti On 20 November 2012 10:24, Antti Simola wrote: > I have estimated system of three linear equations with one non-linear > restrictions with nlsystemfit. Please read the FAQ at http://www.systemfit.org/ > I was wondering how I can calculate the > R-squared (or some alternative coeffici

[R] Coefficient of determination for non-linear equations system (nlsystemfit)

2012-11-20 Thread Antti Simola
Hello everyone, I have estimated system of three linear equations with one non-linear restrictions with nlsystemfit. I was wondering how I can calculate the R-squared (or some alternative coefficient of determination) for the whole system. This is automatically given by linear systemfit but no

Re: [R] Coefficient of Determination for nonlinear function

2011-03-06 Thread Mike Marchywka
> From: uwe.wolf...@uni-ulm.de > To: andy_l...@merck.com > Date: Sat, 5 Mar 2011 17:14:12 +0100 > CC: r-help@r-project.org; gunter.ber...@gene.com > Subject: Re: [R] Coefficient of Determination for nonlinear function > >

Re: [R] Coefficient of Determination for nonlinear function

2011-03-05 Thread Uwe Wolfram
un...@r-project.org] On Behalf Of Bert Gunter > > Sent: Friday, March 04, 2011 11:21 AM > > To: uwe.wolf...@uni-ulm.de; r-help@r-project.org > > Subject: Re: [R] Coefficient of Determination for nonlinear function > > > > The coefficient of determination, R^2, is a

Re: [R] Coefficient of Determination for nonlinear function

2011-03-04 Thread Dieter Menne
Uwe Wolfram wrote: > > > I did fit an equation of the form 1 = f(x1,x2,x3) using a minimization > scheme. Now I want to compute the coefficient of determination. Normally > I would compute it as > > r_square = 1- sserr/sstot with sserr = sum_i (y_i - f_i) and sstot = > sum_i (y_i - mean(y)) >

Re: [R] Coefficient of Determination for nonlinear function

2011-03-04 Thread Bert Gunter
tical measure. > > Andy > >> -Original Message- >> From: r-help-boun...@r-project.org >> [mailto:r-help-boun...@r-project.org] On Behalf Of Bert Gunter >> Sent: Friday, March 04, 2011 11:21 AM >> To: uwe.wolf...@uni-ulm.de; r-help@r-project.org >> Sub

Re: [R] Coefficient of Determination for nonlinear function

2011-03-04 Thread Liaw, Andy
rom: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] On Behalf Of Bert Gunter > Sent: Friday, March 04, 2011 11:21 AM > To: uwe.wolf...@uni-ulm.de; r-help@r-project.org > Subject: Re: [R] Coefficient of Determination for nonlinear function > > The coefficient

Re: [R] Coefficient of Determination for nonlinear function

2011-03-04 Thread Bert Gunter
The coefficient of determination, R^2, is a measure of how well your model fits versus a "NULL" model, which is that the data are constant. In nonlinear models, as opposed to linear models, such a null model rarely makes sense. Therefore the coefficient of determination is generally not meaningful

[R] Coefficient of Determination for nonlinear function

2011-03-04 Thread Uwe Wolfram
Dear Subscribers, I did fit an equation of the form 1 = f(x1,x2,x3) using a minimization scheme. Now I want to compute the coefficient of determination. Normally I would compute it as r_square = 1- sserr/sstot with sserr = sum_i (y_i - f_i) and sstot = sum_i (y_i - mean(y)) sserr is clear to me

[R] Coefficient of Determination for nonlinear function

2011-03-04 Thread Uwe Wolfram
Dear Subscribers, I did fit an equation of the form 1 = f(x1,x2,x3) using a minimization scheme. Now I want to compute the coefficient of determination. Normally I would compute it as r_square = 1- sserr/sstot with sserr = sum_i (y_i - f_i) and sstot = sum_i (y_i - mean(y)) sserr is clear to me

[R] Coefficient of determination -- should be "compare to a trivial model"

2009-06-17 Thread John C Nash
As a long time nonlinear modeller, I always compute a quantity commonly referred to as R_squared or the coefficient of determination. However, I agree with other commentators, including those of several years ago, that one wants to be very careful about interpretation. In fact, I would say "DO NOT

Re: [R] Coefficient of determination

2009-06-16 Thread Rolf Turner
On 17/06/2009, at 9:03 AM, stephen sefick wrote: look at the archives - I don't remember who gave a wonderful explanation on this topic, but it is there. hth Stephen Sefick Don't know if this is what you had in mind, but Martin Maechler's post of 28 April 2009 http://finzi.psych.upenn.edu/R

Re: [R] Coefficient of determination

2009-06-16 Thread Bert Gunter
...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Derek An Sent: Tuesday, June 16, 2009 1:51 PM To: r-help@r-project.org Subject: [R] Coefficient of determination Dear all, Is there a instruction that can help me obtain the coefficient of determination R^2 after doing linear/nonl

Re: [R] Coefficient of determination

2009-06-16 Thread stephen sefick
look at the archives - I don't remember who gave a wonderful explanation on this topic, but it is there. hth Stephen Sefick On Tue, Jun 16, 2009 at 4:50 PM, Derek An wrote: > Dear all, > > Is there a instruction that can help me obtain the coefficient of > determination R^2 after doing linear/non

[R] Coefficient of determination

2009-06-16 Thread Derek An
Dear all, Is there a instruction that can help me obtain the coefficient of determination R^2 after doing linear/nonlinear regression using lm/nls? [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/m

[R] Coefficient of determination in a regression model with AR(1) residuals

2008-04-23 Thread Hofert Marius
Dear R-users, I used lm() to fit a standard linear regression model to a given data set, which led to a coefficient of determination (R^2) of about 0.96. After checking the residuals I realized that they follow an autoregressive process (AR) of order 1 (and therefore contradicting the i.i

Re: [R] Coefficient of determination for generalized linear models

2008-04-09 Thread eric . e . harper
om the library without using the source? __ From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Eric E Harper/USABB/ABB Sent: Wednesday, April 09, 2008 10:47 AM To: r-help@r-project.org Cc: Emanuel Kolb/DECRC/ABB; Hans-Werner Borcher

[R] Coefficient of determination for generalized linear models

2008-04-09 Thread eric . e . harper
Thanks in advance for your kind attention. I am using R to fit empirical data to generalized linear models. AIC (Akaike information criterion) is a measure of the goodness of fit returned by calls to glm(). I would also like to calculate the coefficient of determination R2, altho