[R-sig-ME] another gls question

[Hufthammer, Karl Ove]

Thierry Onkelinx:
> SSTOT = SSREG + SSTOT is relation that holds with a lineair model with OLS.
> I'm not sure if it still holds with gls.

For a R² measure for GLS models, see this paper:

A. Buse (1973): Goodness of Fit in Generalized Least Squares Estimation
The American Statistician, Vol. 27, No. 3, pp. 106-108
http://www.jstor.org/stable/2683631

-- 
Karl Ove Hufthammer