[R] compute coefficient of determination (R-squared) for GLM (maximum likelihood)
KateR
rostohar at gmail.com
Wed May 4 12:46:52 CEST 2011
Dear mr Joris Meys
I would like to know, where to find this formulas in books or articles.
# possibility 1
R2 <- cor(y,predict(mod))^2
# possibility 2
R2 <- 1 - ( sum( (y-predict(mod))^2 ) / sum( (y-mean(y))^2 ) )
The first calculation seems OK, it gives the logicala values in models (from
0 to 1),
but the second gives the negative values; higher corelation between the y
and prediction gives more neagtive R2 value (up to -85).
And my second question, looks logical but I need more teoretical answer;
why R^2 (r-square) values are not appropriate for use with non-linear
regression models (like exponential)?
Thank you for your answers.
Greetings, Kate
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