On Sun, 9 Apr 2006, Ross Darnell wrote:

> R^2 for a model is usually defined as 1-RSS/TSS where TSS is the SS

> about the mean and RSS is the residual SS from the model.

Not when there is no intercept or where there is an offset in the model.

> Consider the model in R

>

> z <- runif(20)

> y <- z+rnorm(20)

> my.model <- lm(y~offset(z))

> summary(my.model)$r.squared

>

> Here the RSS is equivalent to the TSS and

> gives 0 when it should (IMHO and a few others perhaps) be

> 1 - RSS/TSS(corrected for the mean only)

>

> RSS = sum(resid(my.model)^2)

> TSS = sum((y-mean(y))^2)

Those are not the correct formulae in the presence of an offset.

> Have I missed this somewhere in the FAQ's or elsewhere?

Elsewhere. The offset is subtracted from y.

--

Brian D. Ripley,

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Professor of Applied Statistics,

http://www.stats.ox.ac.uk/~ripley/University of Oxford, Tel: +44 1865 272861 (self)

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