R square
The R2 measure of determination for linear models
R2(object,...) ## S3 method for class 'lm' R2(object,...,adjust=TRUE,ref=0) ## Default S3 method: R2(object,...,ref=0)
object |
a statistical model |
... |
further not yet used parameters |
adjust |
Logical, whether the estimate of R2 should be adjusted for the degrees of freedom of the model. |
ref |
A reference model for computation of a relative R^2. |
The R^2 measure of determination is defined as:
1-var(residuals)/var(data)
and provides the portion of variance explained by the model. It is a number between 0 and 1, where 1 means the model perfectly explains the data and 0 means that the model has no better explanation of the data than a constant mean. In case of multivariate models metric variances are used.
If a reference model is given by ref, the variance of the
residuals of that models rather than the variance of the data is
used. The value of such a relative R^2 estimates how much
of the residual variance is explained.
If adjust=TRUE the unbiased estiamators for the variances are
used, to avoid the automatisme that a more parameters automatically
lead to a higher R^2.
The R2 measure of determination.
K.Gerald v.d. Boogaart http://www.stat.boogaart.de
data(Orange) R2(lm(circumference~age,data=Orange)) R2(lm(log(circumference)~log(age),data=Orange))
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.