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2006 Nov 21
1
R-squared with and without constant
Greetings Listers!
the R-squared value reported by summary of lm is calculated as
1 - RSS/RSS_m
where RSS_m is the residual sum of squares of a minimal model. In
most cases, the minimal model is simply y = mean(y), but when a
constant is left out of the model, the minimal model is y = 0.
However, if you manually add a constant, R still considers y = 0 the
minimal model. This also causes di...