Re: [R] how to calculate Rsquare

[Spencer Graves]

	  It should be easy to get a separate R^2 from "lm" for each level of a 
factor:  Just split the data and run "lm" once for each level of f. 
I've done this with a "for" loop something like the following:

        dat <- data.frame(x=x, y=y, f=f)
        for(i.f in 1:2){
           sel <- (f == c("a", "b")[i.f])
           fit <- lm(y~x, data=dat[sel])
         ...
	}

where "..." is replaced by appropriate commands to get R^2 from 
summary(fit).  It may also be possible to do with with tapply.

	  Getting an R^2 from glm and lme is harder and controversial:  Some 
people say simply, "Don't do it, because it doesn't mean anything."  For 
those who want to do it anyway, the following papers discuss alternate 
definitions of R^2 outside the standard normal linear model:

	  NagelKerke, N. J. D. (1991) "A note on a general definition of the 
coefficient of determination", Biometrika 78: 691-2.

	  Cox, D. R. and Wermuth, N. (1992) "A comment on the coefficient of 
determination for binary responses", The American Statistician 46:  1-4.

	  Cameron, A. Colin and Windmeijer, F. A. G. (1997) "An R-squared 
measure of goodness of fit for some common nonlinear regression models", 
Journal of Econometrics 77:  329-342.

	  I'd be pleased to hear other comments on this issue.  Hope this 
helps.  spencer graves

Ronaldo Reis Jr. wrote:
Hi,

I have something like this:


x <- 1:10
y2 <- 30+5*x+rnorm(x,sd=3)
y <- c(y1,y2)
x <- c(x,x)
plot(x,y)
x <- 1:10
y1 <- 1+5*x+rnorm(x,sd=2)
y2 <- 30+5*x+rnorm(x,sd=5)
y <- c(y1,y2)
x <- c(x,x)
f <- factor(rep(c("a","b"),c(10,10)))
m <- lm(y~x+f)
anova(m)
Analysis of Variance Table

Response: y
          Df Sum Sq Mean Sq F value    Pr(>F)    
x          1 4062.9  4062.9  400.04 2.990e-13 ***
f          1 4421.5  4421.5  435.35 1.496e-13 ***
Residuals 17  172.7    10.2                      
---
Signif. codes:  0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 

#rsquare of model
(4062.9+4421.5)/(4062.9+4421.5+172.7)
[1] 0.980051

In this way I calculate the model rsquare, but how to calculate the rsquare of  
each levels "a" and "b"?

This is only an example, the model maybe glm, lme etc.

Thanks
Ronaldo
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