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d625
2016 Apr 07
0
R.squared in summary.lm with weights
Do you mean w <- z$residuals ?
Type names(z) to see the list of item in your model.
I ran your code on a lm and it work fine.
You don't need the brackets around mss <-
Michael Long
On 04/07/2016 02:21 PM, Murray Efford wrote:
> Following some old advice on this list, I have been reading the code for summary.lm to understand the computation of R-squared from a weighted
2016 Apr 07
4
R.squared in summary.lm with weights
Following some old advice on this list, I have been reading the code for summary.lm to understand the computation of R-squared from a weighted regression. Usually weights in lm are applied to squared residuals, but I see that the weighted mean of the observations is calculated as if the weights are on the original scale:
[...]
f <- z$fitted.values
w <- z$weights
[...]
m