Lance Westerhoff <[EMAIL PROTECTED]> writes: > 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
Well, one more program (Matlab) decided to do things contrary to conventional statistics programs it seems.... -- O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ [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
