[R] R vs. Excel (R-squared)

[Peter Dalgaard]

Lance Westerhoff <lance at quantumbioinc.com> writes:

> 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. 
 


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