Grafiken und Statistik in R

4 Statistik
# allgemeine Modell Ausgabe
# summary(model)
#all:
#m(formula = Volume ~ Height * Girth, data = trees)
#Residuals:
# Min 1Q Median 3Q Max
#6.582 -1.067 0.303 1.564 4.665
#Coefficients:
# Estimate Std. Error t value Pr(>|t|)
#Intercept) 69.3963 23.8358 2.91 0.00713
#Height -1.2971 0.3098 -4.19 0.00027
#Girth -5.8558 1.9213 -3.05 0.00511
#Height:Girth 0.1347 0.0244 5.52 7.5e-06
#Residual standard error: 2.71 on 27 degrees of freedom
#Multiple R-Squared: 0.976,Adjusted R-squared: 0.973
#R-statistic: 359 on 3 and 27 DF, p-value: Hello All-
>
> I found an inconsistency between the R-squared reported in Excel vs.
> that in R, and I am wondering which (if any) may be correct and if
> this is a known issue. While it certainly wouldn’t surprise me if
> Excel is just flat out wrong, I just want to make sure since the R-
> squared reported in R seems surprisingly high. Please let me know if
> this is the wrong list. Thanks!
Excel is flat out wrong. As the name implies, R-squared values cannot be less than zero (adjusted R-squared can, but I wouldn’t
think that is what Excel does).
R-squared is a bit odd in the zero intercept case because it describes how much better the line describes data compared to a
horizontal line *at zero*. However, it doesn’t really makes sense to compare with a non-zero constant, because the models are
not nested.
-help Diskussionsliste: Betreff „R vs. Excel (R-squared)“ http://tolstoy.newcastle.edu.au/R/help/06/01/19793.html
Hi
In model without intercept Rsqared is high.
See e.g. Julian J. Faraway - Practical regression ....
Warning: R 2 as defined here doesn’t make any sense if you do not have an intercept in your model. This is because the
denominator in the definition of R2 has a null model with an intercept in mind when the sum of squares is calculated. Alternative
definitions of R 2 are possible when there is no intercept but the same graphical intuition is not available and the R 2 ’s obtained
should not be compared to those for models with an intercept. ***Beware of high R 2 ’s reported from models without an
intercept***.
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