Displaying 1 result from an estimated 1 matches for "ricilulously".
2011 Mar 30
1
wrong calculation of R-squared in summary.lm
Dear all,
I just stumbled upon the fact, that when I perform a regression on
multivariate responses, that are not centred, I get a ricilulously high
R-squared value. After reading the code of summary.lm, I found a bug in
the function summary.lm:
mss is calculated by:
mss <-sum((f - mean(f))^2) - where f are the fitted values.
This works only for a single response variable, because otherwise the
matrix containing the fitted value...