Alexandra R. M. de Almeida wrote: > Dear list > > I want to obtain the adjusted r-square given a set of coefficients > (without the intercept), and I don't know if there is a function that > does it. Exist???????????????? I know that if you make a linear
You can read the code of summary.lm and adapt it. Uwe Ligges > regression, you enter the dataset and have in "summary" the adjusted > r-square. But this is calculated using the coefficients that R > obtained,and I want other coefficients that i calculated separately > and differently (without the intercept term too). I have made a > function based in the equations of the book "Linear Regression > Analisys" (Wiley Series in probability and mathematical statistics), > but it doesn't return values between 0 and 1. What is wrong???? The > functions is given by: > > > adjustedR2<-function(Y,X,saM) { if(is.matrix(Y)==F) (Y<-as.matrix(Y)) > if(is.matrix(X)==F) (X<-as.matrix(X)) if(is.matrix(saM)==F) > (saM<-as.matrix(saM)) RX<-rent.matrix(X,1)$Rentabilidade.tipo > RY<-rent.matrix(Y,1)$Rentabilidade.tipo > r2m<-matrix(0,nrow=ncol(Y),ncol=1) RSS<-matrix(0,ncol=ncol(Y),nrow=1) > SYY<-matrix(0,ncol=ncol(Y),nrow=1) for (i in 1:ncol(RY)) { > RSS[,i]<-(t(RY[,i])%*%RY[,i])-(saM[i,]%*%(t(RX)%*%RX)%*%t(saM)[,i]) > SYY[,i]<-sum((RY[,i]-mean(RY[,i]))^2) > r2m[i,]<-1-(RSS[,i]/SYY[,i])*((nrow(RY))/(nrow(RY)-ncol(saM)-1)) } > dimnames(r2m)<-list(colnames(Y),c("Adjusted R-square")) return(r2m) > } > > > > Thanks! Alexandra > > > > Alexandra R. Mendes de Almeida > > > > > --------------------------------- > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the > posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html