[R] R vs. Excel (R-squared)
lance at quantumbioinc.com
Tue Jan 24 19:48:19 CET 2006
On Jan 24, 2006, at 12:08 PM, Peter Dalgaard wrote:
> 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).
I had thought the same thing, but then I came across the following
site which states: "Note that it is possible to get a negative R-
square for equations that do not contain a constant term. If R-square
is defined as the proportion of variance explained by the fit, and if
the fit is actually worse than just fitting a horizontal line, then R-
square is negative. In this case, R-square cannot be interpreted as
the square of a correlation." Since
R^2 = 1 - (SSE/SST)
I guess you can have SSE > SST which would result in a R^2 of less
then 1.0. However, it still seems very strange which made me wonder
what is going on in Excel needless to say!
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