Hi, I saw you discussed about the meaning of the R squared in a nls regression. Do you have a source or a quotation please? kind regards, Pierre Grison Tel: 06 01 79 74 22 Mail: pgrison@hotmail.fr [[alternative HTML version deleted]]
This question has been asked many times before. Please search the archives. The short answer is: R-squared is more or less meaningless in nonlinear regression. The archives provide elaboration and caveats to this claim. -- Bert On Wed, Apr 25, 2012 at 8:12 AM, Pierre Grison <pgrison at hotmail.fr> wrote:> Hi, > > I saw you discussed about the meaning of the R squared in a nls regression. Do you have a source or a quotation please? > > kind regards, > > Pierre Grison > Tel: 06 01 79 74 22 > Mail: pgrison at hotmail.fr > > > > > ? ? ? ?[[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org 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.-- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
As Bert Gunter points out, the statistic R-squared should not be given any grand
meaning.
However, (also in the archives) I use it in my nonlinear least squares codes as
a "sanity
check" -- and not more than that. Since it is computed as
{1 - (residual SS)/(SS from mean)},
do you really want to use a model if it does little better than a model that is
simply the
data mean?
I find it useful to run easy-to-compute sanity checks as a way to avoid putting
foot in
mouth, especially now that computers create output so prodigiously.
JN
On 04/26/2012 06:00 AM, r-help-request at r-project.org
wrote:> Message: 54
> Date: Wed, 25 Apr 2012 17:12:52 +0200
> From: Pierre Grison <pgrison at hotmail.fr>
> To: <r-help at stat.math.ethz.ch>
> Subject: [R] r-square for non-linear regression
> Message-ID: <BLU0-SMTP2288E7041D27F9E634C3331C4270 at phx.gbl>
> Content-Type: text/plain
>
> Hi,
>
> I saw you discussed about the meaning of the R squared in a nls regression.
Do you have a source or a quotation please?
>
> kind regards,
>
> Pierre Grison