[Rd] lm() (PR#1059)
kjetil halvorsen
kjetilh@umsanet.edu.bo
Thu, 16 Aug 2001 13:42:08 -0400
Hola!
This is not an error. If the r-squared is small, the formula
defining "adjusted r-square" can give negative values, correctly.
Kjetil Halvorsen.
JDiaz-Saiz@uh.edu wrote:
>
> Full_Name: Joaquin Diaz-Saiz
> Version: 1.3.0
> OS: Windows
> Submission from: (NULL) (129.7.120.106)
>
> The lm() function applied to a particular data set produces a negative value for
> the adjusted R-square. See the output below.
>
> =======================================================
> R : Copyright 2001, The R Development Core Team
> Version 1.3.0 (2001-06-22)
>
> R is free software and comes with ABSOLUTELY NO WARRANTY.
> You are welcome to redistribute it under certain conditions.
> Type `license()' or `licence()' for distribution details.
>
> R is a collaborative project with many contributors.
> Type `contributors()' for more information.
>
> Type `demo()' for some demos, `help()' for on-line help, or
> `help.start()' for a HTML browser interface to help.
> Type `q()' to quit R.
>
> [Previously saved workspace restored]
>
> > w<-read.table("accres.txt")
> > w
> V1 V2
> 1 9 1
> 2 3 1
> 3 8 1
> 4 7 1
> 5 12 1
> 6 4 0
> 7 13 0
> 8 10 0
> 9 9 0
> 10 9 0
> 11 6 0
> > x<-w$V1
> > t<-w$V2
> > x
> [1] 9 3 8 7 12 4 13 10 9 9 6
> > t
> [1] 1 1 1 1 1 0 0 0 0 0 0
> > out<-lm(x~t)
> > summary(out)
>
> Call:
> lm(formula = x ~ t)
>
> Residuals:
> Min 1Q Median 3Q Max
> -4.80 -1.65 0.50 1.35 4.50
>
> Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 8.500 1.307 6.502 0.000111 ***
> t -0.700 1.939 -0.361 0.726443
> ---
> Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
>
> Residual standard error: 3.202 on 9 degrees of freedom
> Multiple R-Squared: 0.01427, Adjusted R-squared: -0.09525
> F-statistic: 0.1303 on 1 and 9 DF, p-value: 0.7264
>
> >
>
> -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
> r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
> Send "info", "help", or "[un]subscribe"
> (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch
> _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._