Message-ID: <CAMTWbJhGynU-6oFb3xVrEcgZjQCoVMV1OHNZA0BYLJ-wrXdW6w@mail.gmail.com>
Date: 2012-11-24T20:57:10Z
From: Arne Henningsen
Subject: Coefficient of determination for non-linear equations system (nlsystemfit)
In-Reply-To: <50AB4C4A.8010409@gmail.com>
Dear Antti
On 20 November 2012 10:24, Antti Simola <asimola78 at gmail.com> wrote:
> I have estimated system of three linear equations with one non-linear
> restrictions with nlsystemfit.
Please read the FAQ at http://www.systemfit.org/
> I was wondering how I can calculate the
> R-squared (or some alternative coefficient of determination) for the whole
> system. This is automatically given by linear systemfit but not by
> nlsystemfit. I can get the values for each of the equations separately, but
> apparently not for the whole system.
You have to do this manually, e.g. by equation (43) in the paper:
http://www.jstatsoft.org/v23/i04/paper
> I'm also wondering why separate equations' objects all appear in together
> with a command like:
>
> nl.system <- nlsystemfit()
>
> nl.system$eq[i]
>
> but e.g. the following produces NULL as the value for the individual
> objects, e.g. R-squared
As the "eq" component is a "list" (see documentation), you must use
double brackets:
nl.system$eq[[i]]
> eq.1 <- nl.system$eq[1]
>
> eq.1$r2
You can directly use:
nl.system$eq[[i]]$r2
Best wishes from Copenhagen,
Arne
--
Arne Henningsen
http://www.arne-henningsen.name