Hi- On Jan 24, 2006, at 12:08 PM, Peter Dalgaard wrote:
> Lance Westerhoff <[EMAIL PROTECTED]> writes: > >> Hello All- >> >> I found an inconsistency between the R-squared reported in Excel vs. >> that in R, and I am wondering which (if any) may be correct and if >> this is a known issue. While it certainly wouldn't surprise me if >> Excel is just flat out wrong, I just want to make sure since the R- >> squared reported in R seems surprisingly high. Please let me know if >> this is the wrong list. Thanks! > > Excel is flat out wrong. As the name implies, R-squared values cannot > be less than zero (adjusted R-squared can, but I wouldn't think > that is what Excel does). I had thought the same thing, but then I came across the following site which states: "Note that it is possible to get a negative R- square for equations that do not contain a constant term. If R-square is defined as the proportion of variance explained by the fit, and if the fit is actually worse than just fitting a horizontal line, then R- square is negative. In this case, R-square cannot be interpreted as the square of a correlation." Since R^2 = 1 - (SSE/SST) I guess you can have SSE > SST which would result in a R^2 of less then 1.0. However, it still seems very strange which made me wonder what is going on in Excel needless to say! http://www.mathworks.com/access/helpdesk/help/toolbox/curvefit/ ch_fitt9.html -Lance ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
