Message-ID: <PN1PR0101MB19340A2B80348385B67AF9EDCB3F0@PN1PR0101MB1934.INDPRD01.PROD.OUTLOOK.COM>
Date: 2020-01-07T14:54:28Z
From: Anindya Mozumdar
Subject: Computation of r.squared for weighted least squares linear models
In-Reply-To: <99b2f80f-b292-9ba9-3f89-3b30bcb14f90@hzdr.de>
Dear Sebastian,
I was able to replicate the R^2 value of 0.993019 using the function provided as the second answer (by Julien Massardier) to the following question - https://stats.stackexchange.com/questions/83826/is-a-weighted-r2-in-robust-linear-model-meaningful-for-goodness-of-fit-analys
Thank you.
Regards,
Anindya
?
Hi,
recently I posted a question about how R computes the value for the
"r.squared" statistic internally for weighted least squares linear
models on crossvalidated.com (see:
https://stats.stackexchange.com/questions/439590/how-does-r-compute-r-squared-for-weighted-least-squares)
including a minimal code example but unfortunately did not get an answer.
I would greatly appreciate if any of you who know the answer could reply
either here or directly on my post on crossvalidated.
Thanks a lot in advance!
--
Sebastian Starke
Computational Science Group (FWCC)
Department of Information Services and Computing (FWC)
Building 312, Room 9
Phone: +49 - 351 - 260 3693
Helmholtz-Zentrum Dresden-Rossendorf e.V.
http://www.hzdr.de
Vorstand: Prof. Dr. Dr. h. c. Roland Sauerbrey, Dr. Ulrich Breuer
Vereinsregister: VR 1693 beim Amtsgericht Dresden
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