[R] R vs. Excel (R-squared)
p.dalgaard at biostat.ku.dk
Tue Jan 24 18:08:15 CET 2006
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.
O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B
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~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
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