search for: lgsse

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2012 Nov 16
2
R-Square in WLS
...(X,Y))) bhat <- coef(fitwls) ############################## Y = Log(Z) Scale #################################### Yhat <- X%*%bhat # predicted values mu <- mean(Y) To <- Y - mu Er <- Y - Yhat Re <- Yhat - mu lgSST <- sum(Weights*(To)^2) # log SST lgSSE <- sum(Weights*(Er)^2) # log SSE lgSSR <- sum(Weights*(Re)^2) # log SSR lgR-sq <- lgSSR/lgSST ############################### Z Scale ###################################### Z <- exp(Y) muZ <- mean(Z) Zhat <- exp(Yhat+0.5*Sigma2) ToZ <- Z-muZ ErZ &...