[R] R-squared and GLM

[Rolf Turner]

On 18/07/13 02:36, Chris89 wrote:
> Dear users,
>
> I want to compute r-squared values from a glm regression using a gamma
> distribution and an "identity" link-function, but find no such thing when
> using the summary() or names() function. My next guess was to calculate it
> by "hand", i.e.
>
> r2 = (sum((estimate - xbar)^2) /sum((x-xbar)^2))
>
> but I am unsure if this is even allowed...

Who is going to disallow you?  It's a free country.  (I refer to Norway of
course; freer than most countries, in my understanding.)

But since you are maximizing a likelihood based on the Gamma distribution,
rather than doing least squares, what exactly is the relevance of R-squared
anyway?

     cheers,

         Rolf Turner