# [R] max possible rsquare

Uwe Ligges ligges at statistik.tu-dortmund.de
Wed Jul 13 19:32:39 CEST 2011

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On 13.07.2011 14:42, Rilana Prenger wrote:
> Dear all,
>
> I have a question regarding the output of the coxph function. What does the
> 'max possible' exactly mean in the output below? Many thanks.
>
>                 coef exp(coef) se(coef) robust se      z Pr(>|z|)
> smocc_zyban      -0.4384    0.6451   0.8667    0.9473 -0.463    0.644
> self              1.1857    3.2728   0.1405    0.1443  8.216 2.22e-16 ***
> smocc_zyban:self  0.1423    1.1529   0.2201    0.2382  0.598    0.550
> ---
> Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
>
>                   exp(coef) exp(-coef) lower .95 upper .95
> smocc_zyban         0.6451     1.5502    0.1008     4.130
> self                3.2728     0.3055    2.4666     4.343
> smocc_zyban:self    1.1529     0.8673    0.7229     1.839
>
> Rsquare= 0.116   (max possible= 0.821 )

This is what can be achieved maximally with the most extreme possible
value of the test statistics which is used to calculate the Rsquare.
That means, 0.821 (rather than 1) is the "perfect fit" given the likelihood.

Uwe Ligges

> Likelihood ratio test= 137  on 3 df,   p=0
> Wald test            = 114.3  on 3 df,   p=0
> Score (logrank) test = 141.3  on 3 df,   p=0,   Robust = 70.98  p=2.665e-15
>
> --
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