[R] R-Square for Robust Regression Model

2010-10-01 Thread Hock Ann Lim
May I know how to find the R-squared for robust regression model?   Thank you.   Hock Ann [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting

Re: [R] R-Square for Robust Regression Model

2010-10-01 Thread Bert Gunter
The usual way, I suppose: (1 - RSS (model with only a constant)/RSS(full model)). However, it's not particularly meaningful to do this, because points are weighted differently depending on the model. This means that the usual interpretation as the proportion of unexplained variation is wrong; and

Re: [R] R-square in robust regression

2008-11-13 Thread Laura Poggio
within R? Thank you very much in advance. Laura Poggio - Date: Mon, 20 Oct 2008 06:15:49 +0100 (BST) From: Prof Brian Ripley [EMAIL PROTECTED] Subject: Re: [R] R-square in robust regression To: PARKERSO

Re: [R] R-square in robust regression

2008-11-13 Thread Martin Maechler
- Date: Mon, 20 Oct 2008 06:15:49 +0100 (BST) From: Prof Brian Ripley [EMAIL PROTECTED] Subject: Re: [R] R-square in robust regression To: PARKERSO [EMAIL PROTECTED] Cc: r-help@r-project.org Message-ID

Re: [R] R-square in robust regression

2008-11-13 Thread Laura Poggio
? Thank you very much in advance. Laura Poggio - Date: Mon, 20 Oct 2008 06:15:49 +0100 (BST) From: Prof Brian Ripley [EMAIL PROTECTED] Subject: Re: [R] R-square in robust regression To: PARKERSO [EMAIL PROTECTED] Cc: r

Re: [R] R-square in robust regression

2008-11-13 Thread Laura Poggio
- Date: Mon, 20 Oct 2008 06:15:49 +0100 (BST) From: Prof Brian Ripley [EMAIL PROTECTED] Subject: Re: [R] R-square in robust regression To: PARKERSO [EMAIL PROTECTED] Cc: r-help@r-project.org Message-ID

Re: [R] R-square in robust regression

2008-11-13 Thread Mark Difford
: Mon, 20 Oct 2008 06:15:49 +0100 (BST) From: Prof Brian Ripley [EMAIL PROTECTED] Subject: Re: [R] R-square in robust regression To: PARKERSO [EMAIL PROTECTED] Cc: r-help@r-project.org Message-ID: [EMAIL PROTECTED] Content-Type: TEXT/PLAIN; charset=US

[R] R-square in robust regression

2008-10-19 Thread PARKERSO
? Does anyone know how to compute these in R? Sophie -- View this message in context: http://www.nabble.com/R-square-in-robust-regression-tp20060475p20060475.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing

Re: [R] R-square in robust regression

2008-10-19 Thread Prof Brian Ripley
On Sun, 19 Oct 2008, PARKERSO wrote: Hi there, I have just started using the MASS package in R to run M-estimator robust regressions. The final output appears to only give coefficients, degrees of freedom and t-stats. Does anyone know why R doesn't compute R or R-squared These as only valid