[R] R^2 in linear regression

Terias bertok.csanad at gmail.com
Sat Jan 9 23:41:39 CET 2010


Hello,

I was doing a linear regression with the following formula:
lm(y~x+0), so it passes through the origin. But when I called the summary of
the regression i saw that R squared is abnormally high (it's a lot lower in
other programs such as SigmaPlot and MS Excel).The manual explained the
cause of the difference (because of the different computing method), but
what should I do to get the same R^2 in excel and R?

WITHOUT PASSING THROUGH THE ORIGIN:
R^2: Multiple R-squared: 0.9711,     Adjusted R-squared: 0.9654
In MS Excel: 0,9711

So it's OK.


WITH PASSING THROUGH THE ORIGIN:
Multiple R-squared: 0.9848,     Adjusted R-squared: 0.9822
In MS Excel: 0,8907

So almost 10% difference.

Thank you for your help.

Csanad Bertok, Hungary

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