[R] lm without intercept, false R-squared

[peter dalgaard]

On Jun 27, 2012, at 13:15 , Uwe Ligges wrote:

> 
> 1 - crossprod(residuals(model)) / crossprod(y - mean(y))

And the reason why that is not used in R:

> y<- rnorm(100,10,1)
> x <- 1:100
> model <- lm(y~x-1)
> 
> 1 - crossprod(residuals(model)) / crossprod(y - mean(y))
          [,1]
[1,] -27.60012


-- 
Peter Dalgaard, Professor
Center for Statistics, Copenhagen Business School
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Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com