[Rd] lm() (PR#1059)

Peter Dalgaard BSA p.dalgaard@biostat.ku.dk
16 Aug 2001 21:31:51 +0200


kjetil halvorsen <kjetilh@umsanet.edu.bo> writes:

> Hola!
> 
> This is not an error. If the r-squared is small, the formula 
> defining "adjusted r-square" can give negative values, correctly.

Yep. Essentially it is  100 * "% variance accounted for" and the
variance can be larger under the model than under the null. Whenever
the F for the model is less than 1, in fact.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)             FAX: (+45) 35327907
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._