May I know how to find the R-squared for robust regression model?
Thank you.
Hock Ann
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PLEASE do read the posting
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
within R?
Thank you very much in advance.
Laura Poggio
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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
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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
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Thank you very much in advance.
Laura Poggio
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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
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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
: 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
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Does anyone know how to compute these in R?
Sophie
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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
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