[R] Strange R squared, possible error

Peter Ehlers ehlers at ucalgary.ca
Thu Mar 17 00:55:32 CET 2011


On 2011-03-16 15:02, Ben Bolker wrote:
>   <JLucke<at>  ria.buffalo.edu>  writes:
>
>>
>> lm(y~x+0) yields the regression on x without the constant, i.e., y=bx+e,
>> not y = a +e
>>
>> derek<jan.kacaba<at>  gmail.com>
>> Sent by: r-help-bounces<at>  r-project.org
>> 03/16/2011 03:49 PM
>>
>
>    Would someone like to (please!) write this up and submit it to
> Kurt Hornik for inclusion in the R FAQ?

Not to belittle Joseph's succinct comment, but I think
that it's more precise to say that the model through
the origin is regression with an intercept fixed at zero
rather than "without the constant". This seems to me
to be a crucial distinction here and Thomas' post made
that point very eloquently with:

   "If you don't know a priori that E[Y]=0 when x=0
    you shouldn't be fitting a line through the origin."

Peter Ehlers

>
>    Ben Bolker
>
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