[R] GLM and WLS
frespider
frespider at hotmail.com
Tue Nov 6 03:23:44 CET 2012
Hi
I am running some simulation in R after resampling from a huge data set 500
columns and 86759 rows and fit these two model and calculate R-square
fit <- lm(Y~X,weights = Weights)
bhat <- coef(fit)
Yhat <- X%*%bhat
SST <- sum((Y - mean(Y))^2)
SSE <- sum((Y - Yhat)^2)
MSE <- SSE/(n-pc)
aRsqr <- 1-(((n-1)*SSE)/((n-pc)*SST))
and the GLM Model
fitGLM <- glm(Y~X,family=Gamma(link = "log"))
Yhat <-exp( X%*%bhat )
SST <- sum((Y - mean(Y))^2)
SSE <- sum((Y - Yhat)^2)
MSE <- SSE/(n-pc)
aRsqr <- 1-(((n-1)*SSE)/((n-pc)*SST))
I am getting a negative R-square which I don't understand why? Can some one
let me know why and if I can investigate that how I do that.
Thanks
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