I was searching for a way to compute robust R-square in R in order to get an information similar to the "Proportion of variation in response(s) explained by model(s)" computed by S-Plus. This post is dealing with that. Would be possible to have some hints on how to calculate this parameter within R?
Thank you very much in advance. Laura Poggio ----------------------------------------------------------------------------- Date: Mon, 20 Oct 2008 06:15:49 +0100 (BST) From: Prof Brian Ripley <[EMAIL PROTECTED]> Subject: Re: [R] R-square in robust regression To: PARKERSO <[EMAIL PROTECTED]> Cc: r-help@r-project.org Message-ID: <[EMAIL PROTECTED]> Content-Type: TEXT/PLAIN; charset=US-ASCII; format=flowed On Sun, 19 Oct 2008, PARKERSO wrote: > > Hi there, > I have just started using the MASS package in R to run M-estimator robust > regressions. The final output appears to only give coefficients, degrees of > freedom and t-stats. Does anyone know why R doesn't compute R or R-squared These as only valid for least-squares fits -- they will include the possible outliers in the measure of fit. And BTW, it is not 'R', but the uncredited author of the package who made such design decisions. > and why doesn't give you any other indices of goodness of fit? Which ones did you have in mind? It does give a scale estimate of the residuals, and this determines the predition accuracy. > Does anyone know how to compute these in R? Yes. > Sophie -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/<http://www.stats.ox.ac.uk/%7Eripley/> University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 [[alternative HTML version deleted]] ______________________________________________ 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.