Sebastian Starke
2020-Jan-07 07:14 UTC
[R] Computation of r.squared for weighted least squares linear models
Hi, recently I posted a question about how R computes the value for the "r.squared" statistic internally for weighted least squares linear models on crossvalidated.com (see: https://stats.stackexchange.com/questions/439590/how-does-r-compute-r-squared-for-weighted-least-squares) including a minimal code example but unfortunately did not get an answer. I would greatly appreciate if any of you who know the answer could reply either here or directly on my post on crossvalidated. Thanks a lot in advance! -- Sebastian Starke Computational Science Group (FWCC) Department of Information Services and Computing (FWC) Building 312, Room 9 Phone: +49 - 351 - 260 3693 Helmholtz-Zentrum Dresden-Rossendorf e.V. http://www.hzdr.de Vorstand: Prof. Dr. Dr. h. c. Roland Sauerbrey, Dr. Ulrich Breuer Vereinsregister: VR 1693 beim Amtsgericht Dresden
Anindya Mozumdar
2020-Jan-07 14:54 UTC
[R] Computation of r.squared for weighted least squares linear models
Dear Sebastian, I was able to replicate the R^2 value of 0.993019 using the function provided as the second answer (by Julien Massardier) to the following question - https://stats.stackexchange.com/questions/83826/is-a-weighted-r2-in-robust-linear-model-meaningful-for-goodness-of-fit-analys Thank you. Regards, Anindya ? Hi, recently I posted a question about how R computes the value for the "r.squared" statistic internally for weighted least squares linear models on crossvalidated.com (see: https://stats.stackexchange.com/questions/439590/how-does-r-compute-r-squared-for-weighted-least-squares) including a minimal code example but unfortunately did not get an answer. I would greatly appreciate if any of you who know the answer could reply either here or directly on my post on crossvalidated. Thanks a lot in advance! -- Sebastian Starke Computational Science Group (FWCC) Department of Information Services and Computing (FWC) Building 312, Room 9 Phone: +49 - 351 - 260 3693 Helmholtz-Zentrum Dresden-Rossendorf e.V. http://www.hzdr.de Vorstand: Prof. Dr. Dr. h. c. Roland Sauerbrey, Dr. Ulrich Breuer Vereinsregister: VR 1693 beim Amtsgericht Dresden ______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.