[R] R-squared value for linear regression passing through origin using lm()
murdoch at stats.uwo.ca
Thu Oct 18 13:18:13 CEST 2007
On 18/10/2007 7:02 AM, Etienne Toffin wrote:
> A have small technical question about the calculation of R-squared
> using lm().
> In a study case with experimental values, it seems more logical to
> force the regression line to pass through origin with lm(y ~ x +0).
> However, R-squared values are higher in this case than when I
> compute the linear regression with lm(y ~ x).
> It seems to be surprising to me: is this result normal ? Is there any
> problem in the R-squared value calculated in this case ?
The definition is different in that case. It's proportion of variation
about 0, instead of proportion of variation about the mean.
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