On 3 Nov 2003 at 17:53, Simon Wotherspoon wrote: If you are really interested, you could write your own function to calculate r-squared, deciding from the model matrix if the range space of the model matrix contains a constant vector.
If model is the model matrix with n rows, one way is to compare the $rank components of qr(model) and qr(cbind(rep(1,n), model)) Kjetil Halvorsen > Hi, > I would consider the calculation of r-squared in the following to be a > bug, but then, I've been wrong before. It seems that R looks to see if the > model contains an intercept term, and if it does not, computes r-squared in > a way I don't understand. To my mind, the following are two alternative > parametrizations of the same model, and should yield the same r-squared. > > Any insight much appreciated > > Simon. > > > > > set.seed(10,kind=NULL) > > x <- runif(10) > > g <- gl(2,5) > > y <- runif(10) > > > > summary(lm(y ~ g*x)) > > Call: > lm(formula = y ~ g * x) > > Residuals: > Min 1Q Median 3Q Max > -0.35205 -0.14021 0.02486 0.13958 0.39671 > > Coefficients: > Estimate Std. Error t value Pr(>|t|) > (Intercept) 0.3138 0.2749 1.141 0.297 > g2 -0.1568 0.4339 -0.361 0.730 > x 0.3556 0.6082 0.585 0.580 > g2:x 0.3018 1.0522 0.287 0.784 > > Residual standard error: 0.276 on 6 degrees of freedom > Multiple R-Squared: 0.1491, Adjusted R-squared: -0.2763 > F-statistic: 0.3505 on 3 and 6 DF, p-value: 0.7907 > > > summary(lm(y ~ g/x-1)) > > Call: > lm(formula = y ~ g/x - 1) > > Residuals: > Min 1Q Median 3Q Max > -0.35205 -0.14021 0.02486 0.13958 0.39671 > > Coefficients: > Estimate Std. Error t value Pr(>|t|) > g1 0.3138 0.2749 1.141 0.297 > g2 0.1570 0.3357 0.468 0.657 > g1:x 0.3556 0.6082 0.585 0.580 > g2:x 0.6574 0.8586 0.766 0.473 > > Residual standard error: 0.276 on 6 degrees of freedom > Multiple R-Squared: 0.8061, Adjusted R-squared: 0.6769 > F-statistic: 6.237 on 4 and 6 DF, p-value: 0.02491 > > > > --please do not edit the information below-- > > Version: > platform = i386-pc-mingw32 > arch = i386 > os = mingw32 > system = i386, mingw32 > status = > major = 1 > minor = 8.0 > year = 2003 > month = 10 > day = 08 > language = R > > Windows ME 4.90 (build 3000) > > Search Path: > .GlobalEnv, package:methods, package:ctest, package:mva, package:modreg, > package:nls, package:ts, Autoloads, package:base > --- > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
