[R] R² for non-linear model

Dieter Menne dieter.menne at menne-biomed.de
Fri Mar 18 10:00:08 CET 2011


Bert Gunter wrote:
> 
> You can't. R^2 has no (consistent, sensible) meaning for nonlinear models.
> If you don't understand why not, get local help or do some reading.
> 

There is no doubt that you are right, but Anna's question only shows that
she is sandwiched between reviewers/supervisors who work in an applied field
requesting an "objective" method; and the statistics community, who tells
her that R^2 is nonsense and AIC is half-nonsense, as Frank Harrell points
out frequently.

I have similar cases to settle once a week, and they come up on this list
with a similar frequency. When I try to argue with collections of r-list
references like those compiled by David Winsemius,  these are pushed aside
as "cannot be cited".

Trying to argue with some standard textbook on regression helps neither,
because "we cannot read a whole book to find out why everyone requesting r^2
comparisons is wrong".

So if somebody knows of some short reference in lucid applied-scientist
language summarizing the facts, please post it here. I am looking for
something on the level of Altman's papers in BMJ. Or some r-core Declaration
of r-^2-Dependence.

Dieter









--
View this message in context: http://r.789695.n4.nabble.com/R-for-non-linear-model-tp3382397p3386649.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list