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step() & R-squared

2 messages · stefano iacus, Brian Ripley

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Dear all,

how can I get the R-squared of the sequence of models fitted by step(....,direction="forward")?

TIA,

Stefano


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Stefano Calza
Istituto di Statistica Medica e Biometria
Universit? degli Studi di Milano
Via G. Venezian, 1
20133 Milano

tel. +39 02/2361302, 02/70600908
fax 02/2362930

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On Wed, 28 Mar 2001, Stefano wrote:

            
Linear models? You can compute it from the information in the anova table,
if you really must.  Whether R-squared has any value is debatable ....