R-squared and GLM
On 18/07/13 02:36, Chris89 wrote:
Dear users, I want to compute r-squared values from a glm regression using a gamma distribution and an "identity" link-function, but find no such thing when using the summary() or names() function. My next guess was to calculate it by "hand", i.e. r2 = (sum((estimate - xbar)^2) /sum((x-xbar)^2)) but I am unsure if this is even allowed...
Who is going to disallow you? It's a free country. (I refer to Norway of
course; freer than most countries, in my understanding.)
But since you are maximizing a likelihood based on the Gamma distribution,
rather than doing least squares, what exactly is the relevance of R-squared
anyway?
cheers,
Rolf Turner