[R] multiple correlation?

[Jonathan Baron]

>From owner-r-help at stat.math.ethz.ch Thu Aug 23 03:32:40 2001
>
>I'm looking for a function for the 'multiple correlation' but can not figure
>out what it is called in R by using the html search function. Maybe it is
>called in another way in english? I only know the german term?
>Can anyone help me?
>
>Thomas Pesl

The multiple corrlelation (as I learned it) is the square root of
R squared.  So, for example, the multiple correlation for
predicting y1 from x1, x2, and x3 is

sqrt(summary(lm(y1 ~ x1 + x2 + x3))$r.sq)

r.sq is an available property of summary(lm()), but not, apparently
of lm() itself.

Jon Baron

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