[R] R.squared in Weighted Least Square using the Lm Function

Hello all, I am using the function lm to do my weighted least square regression. model-lm(Y~X1+X2, weight=w) What I am confused is the r.squared. It does not seem that the r.squared for the weighted case is an ordinary 1-RSS/TSS. What is that precisely? Is the r.squared measure comparable to

Re: [R] R.squared in Weighted Least Square using the Lm Function

On Fri, 25 Aug 2006, Charles wrote: Hello all, I am using the function lm to do my weighted least square regression. model-lm(Y~X1+X2, weight=w) What I am confused is the r.squared. What r.squared? There is no r.squared in that object, but it is calculated by the summary method. It