On Fri, 19 Oct 2007, Ralf Goertz wrote:
=
> Thanks to Thomas Lumley there is another convincing example. But still
> I've got a problem with it:
>
>> x<-c(2,3,4);y<-c(2,3,3)
>
>> 1-2*var(residuals(lm(y~x+1)))/sum((y-mean(y))^2)
>
> [1] 0.75
>
> That's okay, but neither
>
>> 1-3*var(residuals(lm(y~x+0)))/sum((y-0)^2)
> [1] 0.97076
>
> nor
>
>> 1-2*var(residuals(lm(y~x+0)))/sum((y-0)^2)
> [1] 0.9805066
>
> give the result of summary(lm(y~x+0)), which is 0.9796.
>
You want
R> 1-sum(residuals(lm(y~x+0))^2)/sum((y-0)^2)
[1] 0.9796238
It isn't var(residuals)*(n-1) but sum(residuals^2) that you want. They are not
the same in a zero-intercept model, because the residuals need not have mean
zero.
-thomas
Thomas Lumley Assoc. Professor, Biostatistics
[EMAIL PROTECTED] University of Washington, Seattle
______________________________________________
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.
