Hello all, I am using the function lm to do my weighted least square regression.
model<-lm(Y~X1+X2, weight=w) What I am confused is the r.squared. It does not seem that the r.squared for the weighted case is an ordinary 1-RSS/TSS. What is that precisely? Is the r.squared measure comparable to that obtained by the ordinary least square? <I also notice that model$res is the unweighted residual while summary(model)$res is the weighted residual> Thank you in advance for helping! Charles ______________________________________________ [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 and provide commented, minimal, self-contained, reproducible code.
